They don't. The film pretty much telegraphs this with two very obvious details at the end: That DiCaprio's children are unchanged; rising to greet him just as they may have done but did not in his memory (it's far too picture perfect to be anything other than a fantasy moment), and, of course, the spinning top. While I like to toy with the idea the whole movie is a dream; just cause, the cleaner explanation is that the movie is real and DiCaprio's escape and awakening at the very end is imaginary.
The top will fall. The precession (the way the axis of spin itself revolves) means it will fall. I don't know whether people don't understand the physics or just didn't see it, but the top is beginning to fall. It is not necessary to see it actually hit the table to know this. The rules of the game say, if the top falls, it's reality.
As for the children being unchanged, there are two quite simple objections. First, a practical one, which is that insisting that Nolan wait a few more years so that he could photograph changed children seems an excessive demand for verisimilitude. This is especially true when the whole movie is full of so-called dreams that are instead virtual reality fantasies. Changing the children would have made it difficult for the audience to recognize them, especially since their faces were turned away.
Second, and more important, DiCaprio will no more accept a false reality than Watanabe would. Watanabe realized it was a dream because the carpet fibers were wrong. DiCaprio isn't going to notice his children never changed? Nor is it clear who would be creating this pretty fantasy, since it was DiCaprio who created one for Cotillard before.
The DiCaprio/Cotillard confrontation in limbo was pretty lifeless, partly because Page prompted the action, instead of a more organic rejection by DiCaprio of the false Cotillard. Nonetheless, there was supposed to be some sort of catharsis. DiCaprio being satisfied with a dream and refusing to look undoes this decision! DiCaprio moving on because, seeing reality, no longer needs the reassurance of the test, makes just as much sense.
It is Murphy's catharsis, which raises the question of whether dreams are as good as reality. That supplies all the ambiguity needed. But the movie, despite its originality, just isn't very well written. The point is lost in all the hugger mugger.
If, however, you insist on thinking the point is that DiCaprio hasn't escaped, doesn't that just leave the entire movie unresolved? By the rules of the game, DiCaprio and Watanabe will awaken, when the sedative wears off. What then? DiCaprio actually has to make a dramatic choice, this time without prompting from Page. Shouldn't that be the conclusion of the movie?