Unfortunately, once you leave the arena, there would be no guarantee you could get back in. If the theater is crowded, I would not risk leaving.
You could certainly bring food with you. Or, if you're looking for a distraction, there is a snack bar in the seating area itself. The snack bar sells basic items including hot dogs, soft pretzels, soft drinks, beer, chips, and ice pops.
You may also want to look at the posts
HERE and
HERE for ideas on how to keep kids occupied while waiting.