Half May is not the best time of the year for going to the beach. Best weather has July and August, so high season. June can already have good weather and September can still have that too, but in general May is too early for swimming, the water is too chilly. Nevertheless the kids can play in the sand if the wind is not too strong. In the shoulder season places can feel abandoned as soon as it starts raining.
If it is purely for relaxing you can go to De Haan in Belgium, a lovely seaside village known for it’s Belle Epoque architecture. From there easy to travel to with the coastal tram and the train to Bruges (with a change in Ostend) and with the coastal tram to theme park Plopsaland near the French border. In Ostend you can visit tall ship Mercator.
In France you can’t find much interesting, besides Le Touquet-Paris-Plage that has some charming spots around the casino, but an ugly seafront. And Boulogne sur Mer can be an option for it’s historic centre and it’s sea aquarium. More south charming Valery-sur-Somme with it’s steamtrain.
To my opinion the Netherlands has more to offer, more variety. You can go to Domburg and with the very good infrastrucure you can bike to nearby places like Veere, Middelburg and more on the Walcheren peninsula. There is even a Stayokay hostel in a medieval castle narby Domburg. Not the most actractive but with Scheveningen you will have the most flexibility if the weather turns bad, like the indoor butterfly jungle zoo near Leidschendam. Or nearby Madurodam, the Netherlands in miniature or Duinrell, a playground for children. Not being really beautiful is the downside of Scheveningen.
You can rent (e-)bikes in all the above mentioned places, but with it’s excellent infrastructure, dedicated and so safe bike paths is in this respect the Netherlands to prefer. With the bikes you can rent seats for the kids and think typical Dutch cargo bikes or “bakfietsen” too.
Nevertheless in May you have to be lucky with the weather. Living close to the coast I see that many enjoy staying here despite bad weather, but that’s a minority.