The folks I know who allow their children to spend time at Neverland claim there are other adults around at all times. I don't think it would be that hard to slip off to the cabana, but these people feel their children are safe. They know Michael very well. He comes to their homes for dinner. Of course he insists that the hosts put sheets over their windows and they gladly comply.
He takes entire families shopping at Toys are Us. In exchange, he expects people to be there for him at all hours of the night and day.