KC, it's not really about the money. It's about the adventure, and the notoriety they want to achieve as "film makers" if you can call it that. Their school, Columbia in Chicago, has already given them some press in the school paper. Just think about it, which documentary do you want to see?- the one that looks like a Rick Steve's trek through the countryside or a reality based, adventure packed, dangerous as heck, live through it to talk about it(hopefully) kind of documentary that keeps you kinda on the edge of your seat.
It's that kind of movie that gets the filmaker attention and as I type this, I realize those kids can never see this thread, because I so see why they want to do this while I totally get the dangers too. I would suggest that they pitch the idea to a network as a reality based show because that would mean that they would at least have a camera crew and some back up with them but don't want to get their parents upset.