Depends on bldg construction as well. My last apt in Capital (which I loved), had fantastic construction and you couldn't hear a thing. However, I certainly rented apts in Capital where the walls were so thin, you could hear EVERYTHING. I can well imagine if it's the latter, no matter how well-behaved the OP's kids are, some neighbors might complain as they would about any noise. I have no idea why anyone is assuming the OP isn't being accurate. There are plenty of situations where neighbors look for any excuse to complain. I've certainly seen my fair share of posts on here from people complaining about their neighbors playing music or people posting their neighbors complained about some innocuous activity they were doing.
ETA - To the OP, since the issue seems to be on the weekends, worth noting that porteños sleep LATE on the weekends. Like afternoon late. Best bet, get the kids out to breakfast and the park in the mornings. Avoid the issue.
Also, yes, totally up to you to buy lights, etc. With the heat, is it an issue with the gas? If it's a bldg wide issue, not much you can do unfortunately. If it's just your apt, tell the landlord you will have someone out to fix it and deduct all of the cost from your rent.