In the book, Moiraine never told them why she was searching for them. That was a big part of the first book, was the confusion and hostility they all felt toward her for her secretive manner. On that same note, to include all 5 Two-rivers folk as potentially being the Dragon Reborn is a deviation they did not need to make. Moiraine knew it was one of the boys, but wasn't sure which one. So she grabbed all 3, while also taking Egwene because she felt Egwene's potential with the One Power. Nynaeve came along to protect her Two Rivers flock from the Aes Sedai.
That deviation is a bit frustrating to me. It wasn't necessary and doesn't really add anything to the story. In fact in obfuscates it a bit.