Rabbi Isaac noticed something in the book of Eicha, the Lamentations read on the Ninth of Av every year. "Her children are gone into captivity before the enemy" (Lamentations 1:5). He read it slowly, and asked: where exactly did the Divine Presence go?
A Map of the Exile
He worked through the history of the destruction. When the Sanhedrin was exiled — the seventy-one Sages who embodied Torah authority — the Shechinah did not go with them. When the Temple guards were exiled, the Shechinah did not go with them.
But when the children of Jerusalem were marched into captivity, the Shechinah went too.
Rabbi Isaac cited the very next verse: "From the daughter of Zion all her beauty is departed" (Lamentations 1:6) — and the Sages read "her beauty" as a name for the Shechinah itself, the radiance that had rested in the Holy of Holies.
The Midrash on Lamentations preserves this teaching to unsettle a comfortable assumption. We might imagine the Divine Presence attached to Temple architecture, or to legal authority, or to military guardianship. Rabbi Isaac says no: the Holy One followed the children.
Wherever a Jewish child is taken, the Shechinah has already gone ahead to be there when they arrive.
That is what "how greatly beloved are the children" means.