Personally, I would forget traditional books, and focus on games and choice-based activities.
Not just any video game or board game, but ones that specifically encourage choices with consequences.
if you want to go screen free, then I would encourage two types of boardgames.
1, role-playing/storytelling games. These could also be choose-your-adventure type books. Games that put your children in a position where they have a problem, and they have to come up with a clever solution, or make the right choice, and then deal with the consequences after.. but in a fun game/fantasy/sci-fi/magic type setting etc.
2, Logic/strategy games. There are tons of board games that force you to make hard decisions based on logical outcomes. Weighing up options of where to invest resources, where to spend money, who to help, what to prioritize etc. on a more logical and less creative front. These are really good for developing the logical side of critical thinking.
If you are ok with screens, both can also be done through video/computer games. Just make sure you are helping them find games that again encorage difficult decision making, strategy, planning, choices etc. Not just your usual mindless fun (nothing wrong with this, but it won't help your goal)
For me I think both of these can be far more effective than posing random hypothetical questions to them or trying to get them involved in real life politics at a young age. It doesn't matter that it isn't real life, that can come later.. the job now is to get them to engage the type of logical/critical reasoning that they need as a fundamental skill, and that happens to be one of the things that some genres of games are absolutely amazing at doing for young people.