Instead, they are more amused and entertained by his antics.
Marv, along with his partner Harry (played by Joe Pesci), is one of the two burglars who tries to break into Kevin's house. Their attempts are constantly thwarted by Kevin's clever traps, and the kids find it hilarious to watch them get hurt.
While the kids might be a little nervous at first, they don't really fear Marv or Harry. They see them as funny, clumsy villains who are easy to outsmart. The kids' reactions to the burglars are more about amusement and excitement than fear.