I took my kid to a hockey game for his birthday once, and I got a good deal on glass seats. It was an amazing experience and he still brings it up from time to time. He understood that it was a unique and expensive one-time deal, and he's been to numerous other sporting events in nosebleed seats. Like the rest of us, he's still keen on getting the best seats he can, and there's a bit of wistfulness when he talks about those seats and compares wherever he just was to them. There's always a danger in creating an appetite for luxuries, but if given the right context, I don't think there's anything wrong with providing unique experiences for your children.
I'm not sure I see the point in sitting in J with your wife and making your kids sit in Y. You're clearly telling them there's nothing wrong with J, and you may just be creating a desire without the context by leaving them out.
ETA: That said, I didn't vote. The answer for me is not, "Of course." It's a tentative yes, depending on the circumstances. It's also not something I usually do myself.