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In Harper Lee's To Kill a Mockingbird, why do Jem and Scout refuse to obey Atticus's command to leave him alone in front of the jail?

Scout knows something is up when Atticus says, "Do you really think so?" She recalls him saying this during a game of checkers: 


This was the second time I heard Atticus ask that question in two days, and it meant somebody’s man would get jumped. This was too good to miss. I broke away from Jem and ran as fast as I could to Atticus. 


When Scout reaches Atticus and the mob, she realizes that...

Scout knows something is up when Atticus says, "Do you really think so?" She recalls him saying this during a game of checkers: 



This was the second time I heard Atticus ask that question in two days, and it meant somebody’s man would get jumped. This was too good to miss. I broke away from Jem and ran as fast as I could to Atticus. 



When Scout reaches Atticus and the mob, she realizes that the situation is dangerous. She sees a "flash of plain fear" in Atticus's eyes. The children refuse to leave because they are afraid for Atticus. Jem may have decided that the mob will not engage in anything violent as long as children are present. Scout and Jem seem to be attempting a filibuster here. They think that if they stay there, they can wait the mob out. Scout tries to break the tension by talking to Walter Cunningham Sr. At first, Walter doesn't know what to think. But after Scout asks him to tell Walter Jr. hello, Walter Sr. shows some sense and gets the mob to leave. 


Atticus is there to protect Tom Robinson. And even though Scout is not completely sure about what is going on at the time, both she and Jem refuse to leave because they feel it is their only way of protecting Atticus. 

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