Yes, they do get killed after leaving the opera, but who fucking cares. This might be one of the greatest movies of all time. Don't let one little thing stop you.
I'm sorry, but if the Waynes go anywhere, it should be to see a Zorro movie. If I was young Bruce Wayne and my parents dragged me to the opera, I would've been glad to see them gunned down.
It really works to see the opera, and why are you complaining? You should just be glad that Joe Chill shoots them and not the Joker.