Jem and Scout have a right to know what his father is up against and what he is representing. The kids see Aunt Alexandra's "missionary teas" all of the time, and those women are just a bunch of bigoted gossipers. The kids are surrounded by racist remarks, even by their own neighbors such as Miss Stephanie and Mr. Avery with their comments on where the kids sat in the courtroom.
Atticus and his family are up against a lot of hatred. He wants his kids to know what is right, even if it is a bit of a slap in the face. He doesn't want them directly involved, but he wants them to question their neighbors and question their actions. That is the only way they will truly see and learn right from wrong. So when he says that they have a right to see for themselves, it's because he belives it is part of their education, even if it isn't pretty to watch.