I agree with @OhNaffOffYouWazzock - one smiley picture on social media really definitely doesn't mean their family life is perfect or that their kids are better behaved than yours. All siblings squabble, and all families have days out that end in disaster (even if they won't admit it on mumsnet) and moments where it's all gone wrong and we've wondered where other kids are sitting quietly and ours are being bloody awful. It's a snapshot in time, that's all.
I'm not sure this is a gender thing also - Christmas markets are exactly the sort of day out that sounds nice in theory/ in a hollywood xmas film but is actually at high risk of boring the kids out of their minds (and I speak as a mum of two girls who actually like shopping and twinkly stuff!)
At this time of year, there's all this pressure to be the picture perfect family doing picture perfect christmas things together. I've fallen into the trap before of spending a fortune on all this stuff (winter wonderland walks, christmas markets, etc etc). I find it so rarely lives up to the reality - and also comes with all this added pressure of the money you've spent so you get additionally tense and annoyed when the kids play up!
Try to remember it's all nonsense really. All kids really want and need is a loving mum/ parents like you, a warm, calm and happy family home.
If you want to go to the Christmas markets though, you should! If you have a partner or someone else who can babysit, I would divide and rule. Ask the boys which ones of them would actually WANT to come with you to a xmas market. Stress that the reality of what you'll actually be doing and that you need good behaviour as it'll be crowded etc. And then say if you get the good behaviour, there's a treat at the end.
You might find one or two of the younger ones are desperate to come with you and have some one-to-one time (and they always behave better in this scenario I find). While the older ones will be happy to do something else!