In The Americans, if it was such a problem for the Jennings to have kids in the first place as revealed in Season 3/4:
Paige learns the truth and becomes a threat to the whole operation. Henry becomes closer to Stan, the FBI agent next door.
Why bother at all? It would have looked perfectly normal to be an American couple who decided against having kids, and would have kept them from having that liability of danger on their shoulders.
The entire point of the Jennings was for them to appear completely ordinary, and in 1960s America, this meant being married & having kids. A childless couple would have attracted attention, so they had kids as part of their cover. (This may not be completely historically accurate, but it is how the show presented it.)
This is touched on a few times during the first season. Having children was ordered by the Center (the KGB) - in a flashback where Phillip & Elizabeth have just arrived in the U.S.A., Phillip talks to Elizabeth about their orders to have kids together. At the end of one episode (I think #8) Phillip says to Elizabeth that in the 60s a woman without a husband would have been suspicious, so this family was her cover. Now that it was the 80s, it wouldn't be suspicious anymore, so she could divorce him if she felt like it.
So they bothered because they were told to and because it was part of their cover.