This is because of the mature content being discussed in the trial. This is a rape trial, and as such, the reverend felt that the subject matter was inappropriate for young children, perhaps even Jem, to hear.
Due to Southern politeness, the reverend doesn't order them out of the room. Rather, he asks Jem politely to escort them home. This is designed to protect the children's sense of worth, yet at the same time, protect them from hearing things that may not be exactly appropriate for children their age.
Reverend Sykes suggests to Jem to take Scout (not Dill) home when things start to heat up in the courtroom as far as language is concerned. The Reverend and the children have just listened to Sheriff Tate's testimony without any problems because the tone behind the language he used was professional and formal—or as best as can be for a rape case. However, when Bob Ewell takes the stand, he is disrespectful in tone and language. When he is asked to describe what he saw on the night in question, he says, "I seen that black ni**** yonder ruttin' on my Mayella!" (173). When Bob Ewell uses such graphic language, and because he's an uneducated low-life, Reverend Sykes feels it necessary to shield the kids from further degrading language. (For example, "to rut" is a verb used to describe deer mating in the wild. The image is raw and crude for young ears.) When Scout refuses Jem's orders to leave, he resorts to telling the Reverend that she doesn't know what's going on anyway, so it is alright for her to stay.