In the end I chose to not add the names of children of females who married out of the family, but I do include them in the notes of the marriage/relationship to which they were born. I also include the names of the parents and siblings of the women who married into the family. I put this info in the notes of the the woman's birth entry.
That way the information is there, but the individuals are not included in any tree reconstruction. For me that fits the best of both worlds.