^There's no need to be snide. Of course I'm "aware" of all that. But this is a story about small children whose murders are due to happen within the very near future. The Clone Wars only lasted three years, and given how much Ahsoka's matured over the course of the series, we've gotta be at least two years into it in episodes like this one. That means we're not talking about something decades in the future, but about something that's going to happen very soon... to children. That makes it rather harder to overlook than the usual cognitive dissonance of watching Anakin Skywalker be a hero.
Although a lot of it is just a sense of pointlessness. The story was about these children achieving a major step forward toward their future maturity. But we know they have no future. So any sense of accomplishment feels hollow.
Good point, but I wouldn't call it pointless. To me, it's tragic since I know what's going to happen to the Jedi a little while on down the road in ROTS. It helps add to the tragedy of Anakin's assault on the Temple, where some of these younglings might have been. It helps me put other faces on that massacre.
As for survivors of Order 66, until the EU has been overturned completely on that regard, I'm going with more than Obi and Yoda survived. If I recall, the EU's Quinlan Vos was supposed to die in ROTS (his death is in the comic adaptation), but that was changed from on high, and he was given a reprieve. Maybe there was some idea about using him for a future Star Wars show or something. But it says to me that they were thinking that others survived. You also have the Force Unleashed games which have at least three/four Jedi (Marek's parents, Shaak-Ti, and Rahm Kota) surviving the purge. As far as I know, the new films will take place after ROTJ and not retcon those games out of existence. Granted, all of the EU is up to be completely ignored now, though I doubt that will happen either.