If you dont mind venturing to suburbs, Planet Bounce in Tanger Outlets (Washington) is open til 7 pm. Fun Fore All in Cranberry is a nice place if they like arcades, and they have other outdoor activities as well though I'm not sure if they're open when it's cold.

South Hills Village has a store where you can make your own slime, Build a Bear, a big candy store, and a movie theater in the parking lot if there are any kid movies out right now.

Primal Pigment looks fun but kinda pricy.