Playland Anxiety. Is This Normal?

With the temperature being in the low 20's the past week, I find myself stuck in the house for way too long with the kids.  The 4-month-old doesn't mind so much, because he still sleeps for half the day, but my (almost) 3-year-old starts going as stir crazy as me!  So just to get out of the house and let the little guy run around and release some energy, I will sometimes take him down the street to McDonald's for lunch.  Even though I swore I would never let my kids eat this crap, I find that it really can be a life saver at times.  And I make sure to get him the apple dippers and milk, so I don't feel quite as bad about it.  And luckily, this McDonald's has the the perfect playland for him to play and run around in.

I have such mixed emotions about this whole fast food playland idea though.  I love the look on my son's face when he removes his little velcro shoes, neatly puts them in the little shoe rack, looks back at me and then ventures into the maze of tunnels.  He gets so excited when he finds his way to the slide, all by himself, and then makes his way down!  "Look at me mommy", he yells from up above while frantically waving his arms through the netting so that he knows I can see him.  It brings such a smile to my face seeing how happy it makes him to feel like such a big boy.  He even gets to socialize with all the other kids, which he doesn't always get the chance to do since he stays at home with me everyday.

On the other hand though, as soon as he disappears into the tubes and tunnels, my stomach knots up and I feel anxiety coming on.  I'm not sure if it's because a few months ago when I took him, he got to the top and then freaked out because he couldn't find his way out, and I was 7 months pregnant so I wasn't able to climb up and help him.  My poor baby was all alone in this big, scary maze and all he wanted was mommy and I couldn't rescue him.  I think that's every mother's worst fear!  His cries brought tears to my eyes and I finally got another kid to go up and help him down.  He's now a little older and has the playland memorized and isn't afraid, but I think it's the fact that I can't see him at all times while he's up there that stresses me out.  If I don't hear or see him for more than a minute, I yell up for him to make sure he's still in there and is alright.
Am I a crazy overprotective mom or is this completely normal?  Maybe once he's a little older, I won't be as anxious at the playlands.