No, it’s not morally wrong for you to want to keep custody of these children; you love them and you want what is best for them. You’re concerned about their future, and from what you say, they probably wouldn’t grow up in a stable and loving atmosphere if they were with their mother.
I’m not a lawyer, of course—but before you respond to her you should seek legal advice from an attorney who is familiar with family law. Each state has its own laws about such matters, and the fact that you already have legal custody of these children may be significant. Remember: God is concerned about the welfare of those who are most vulnerable in society. The Bible says, “And what does the Lord require of you? To act justly and to love mercy and to walk humbly with your God” (Micah 6:8).
I urge you also to pray and seek God’s wisdom as you deal with this. Pray also for these children as they face confusion and uncertainty about their future. Surround them with love, and assure them of God’s love for them as well. Pray also for their parents; they both need Christ.
In addition, no matter what the future holds, make Christ the center of your family’s life. After all, the most important legacy we’ll ever give our children is our example of faith and love for Christ.