Yeah, it is kinda creepy. especially when you know that they aren't flying on their own, she is holding them up. and they appear to fall off one by one. i know they just didn't draw them all for the animatic, but still
Story is, the character you are seeing taking the children is named Luna, one of two sister goddesses that control the rising of the sun and moon (luna's job obviously, her sister is the one waking up at the end) and who watch over the world and keep it safe. the point this story takes place is 1000 years in the past. just after a major villain is defeated by the sisters, while the world is still recovering (hence why all these children are orphans. some living on the streets).
Luna feels that having the entire population all in one place is a recipe for disaster. She decides it would be better to start a second colony in case anything happens so that the species can live on. Her sister disagrees and tells her no. Luna then decides its "better to ask for forgiveness then for permission", puts all the adults to sleep, and takes the orphaned children anyway. Feeling she would be vindicated later once her sister realizes the good she is doing for the world.
Within the context of the show Luna later on eventually becomes a major villain herself, nearly destroying the world untill her sister defeats her and lock her away for 1000 years. and they have a halloween esq holiday called "Nightmare night" where children collect candy and give some as an offering to Nightmare Moon (luna) to keep her from taking them away, this is meant to be the origin of that holiday.
and to add to the creepyness the song is an extended cover of "Come Little Children" that Sarah Jessica Parker's character sings in the disney film Hocus Pocus. The only difference is Luna isn't taking the children to eat them (though that is part of the legend of the holiday