No particular pieces of documentation is mandatory when applying for a Schengen visa (except for the application form itself and the travel document the visa is to be issued in) -- consulates are required to review whatever is submitted and decide whether it convinces them the applicant satisfies the (broad and fuzzy) conditions.
(Also, remember that VFS is just a glorified courier service -- they don't decide applications and can't require anything; but they will reproduce advice from the consulates about which documentation they usually like to see).
For children of school age it makes sense to ask whether the child's school has been consulted in the travel plan. In contrast to nurseries, schools run coherent programs of learning where it will harm a child's further progress suddenly to miss one or more weeks -- so if parents were willing to go on a family trip without coordinating with the school, a suspicion would arise that they're not planning to return the child to that school, but instead try to immigrate illegally as an entire family.
But there's no such thing as "missing a week (or a month) of kindergarten" and having to make up for it later. So a letter from a nursery school would not actually help document anything relevant for a visa decision.
On the other hand, it it hard to imagine it would hurt -- consulates must be used to cautious applicants following the document list slavishly even where it doesn't make sense.