I have been coaching kids aged 2 to 6 years old and found out that I need to reward them so as for them to know they are appreciated and also, just a token for behaving well in class.
It works both ways though. As for aged 2-4 i think it is important to get their attention to what they are learning and having to give them tokens/candies helps alot in teaching/coaching. As they grows up to 5-6 years of age, it would be optional to reward them and if you do, explain the main purpose of them coming to your session and not emphasizing about the rewards too much. Hope that helps!