Your trip sounds fantastic!
We plan to do the same in 2 years time. The kids will be 7, 11, 13 then.
Last week we returned from 7 days at the Smokies and we all had a great time but I have to admit that my kids quickly tired with "looking at trees on a mountain." They liked seeing the cannons at civil war sites we visited (chickamauga) but the junior ranger programs and informational/educational material we learned together about the war nearly bored them to tears.
This experience has made me question just how well a Yellowstone trip will go. Am I going to spend 3 days driving to hear my kids be unenthusiastic when they've seen their 12th buffalo? Were an outdoorsy family and enjoy visiting nature but I think like you, I would choose to stay at the koa and let them swim everyday when the novelty of the area wears off. They are children after all, not adults and can't be expected to appreciate things like adults do, even if we encourage them. I would like to visit little bighorn when we're in the area, but I think that will have to wait for an adult only trip!
If you get a chance, post again when you've returned and let us know what kid activities your family enjoyed.