Yes - they are supposed to go through a physical.
You can ask CIC to exclude them. However once this is done, they can never be sponsored to Canada by the non-custodial parent at any time in the future. CIC doesn't like excluding minor children this way and will typically make several requests for the minor children to go through the medical. Long story short, if you want to exclude minor children from the medical, expect the processing of your application to take longer.