Actually, when the "hostage situation" occurred, the two Klingons were already known to be dangerous and violent criminals. Not because they were Klingons, but because they were dangerous and violent.
Not that there'd necessarily be
a difference there, but in terms of this scenario, it does matter: Tasha would
have called in transporter snipers, holosuit point men and personal shield belts or whatever 24th century SWAT teams pack if she had known this much of Sergey Rodzhenko, or about Lwaxana Troi, or Mott the barber.
What is left open to speculation is whether the Klingon picked up the kid for tactical purposes or not. He
didn't necessarily know yet that his cover had been blown - although the odds of him not knowing this when security approaches him weapons drawn and asks to follow are low indeed... Was picking up the kid an instinctual move (of the "Hey, you're a cutie all right, lemme hold you!" sort, since Klingons supposedly don't
have the "Oh, some soft armor I can hide behind" instinct), or a carefully considered insult ("Oh, you
thought I'd hide behind her - how barbaric of you!"), or something else?