This reminds me of the kids I knew growing up whose parents gave them little to no freedom. They always ended up being the craziest when parents weren't around.
But you do limit their activities? They're in theater? Imagine some of the amazing storytelling they're missing out on in video games simply because of the medium in which the story is told. The same for painting. If it wasn't for my love of video games and Neopets, I never would have picked up Photoshop and started making graphics for other people I met on forums when I was a kid even if I was glued to a screen.
They also play sports. Plenty of parallel lessons you could learn in competitive video gaming that doesn't carry as much of a stigma as something like chess or even less physical, traditional sports.