E.W.
I think you should honor his request. Family is very important, and when marrying someone that was once married with children you will come across these situations. Coming from a divorced family myself and now being an adult trying to please EVERYONE, I would have loved it if my stepmom came to us on the holidays. It really takes a big person to be able to do that, and the kids will respect you for it. If you take their dad away on the holidays you will be creating a bridge between you and the kids and their dad.