This is one of the shows I watched as I started getting back into anime after all these years, and I absolutely loved it. A lot of times shows involving children try to make you care just by making horrible things happen to them, because naturally we hardwired to react to that happening, and I find it incredibly lazy.
Maid in Abyss actually takes the time to make you care about them, they make the children feel like actual characters you can grow to care about.
Also Ozen is best girl.
Exactly that's usually an easy way to get the viewer involved with the plot but it's like you say in this amine that happens so late in the story and first they take care to create a good story for them and that one gets attached to them.
Ozen is great, he has that mysterious aura but he is super strong. personally I hated the White Whistle in the movie haha.