They also don't know about his Christmas Day blowout with ex Brooke Mueller, during which Sheen, 45, held a knife and threatened: "If you tell anybody, I'll kill you."
Or any of his domestic disturbances or stints in the slammer.
"Denise knows the girls are going to go through hell when they get old enough to understand all the ugliness," the source tells Us Weekly.
Ironically, Richards hadn't planned on Sheen joining her and her daughters for the girls' first trip to New York last month. At the eleventh hour, Sheen decided to go, and Richards, on better terms with her ex these days, agreed. "Despite everything she'd been through with him, he is their father," says a source.
Though they seemed like a happy bunch as they visited FAO Schwartz, the American Girl store and caught a performance of Broadway's "Mary Poppins," tension was evident during an Oct. 24 dinner at Seraphina.
A witness says the girls stuck close to Richards and even went with her to the restroom.
Says the source, "They are a little afraid of him."