Let's point out the obvious. The guy in this video is 100% a kid himself! He looks like he's 16-years-old, and even if he is an adult, he can't be more than 20. He is experiencing childlike wonder in this moment, and I think it would be wrong for anyone to take it away from him!
I wholeheartedly believe that kids need to learn that the world doesn't revolve around them, and what better way to do that than to let them see someone else get something that they can't get!
If you really want your kid to get a foul ball that badly, you should go to a minor league game and sit in the bleachers. I went to a Columbus Clippers game last month, and all of the kids were in one specific section where nearly every foul ball was hit to. It seemed like nearly every kid got a ball, and they had a blast!
At an MLB game, you're one out of 30,000 fans! It's statistically unlikely that you'll ever catch a ball in your lifetime, so if you do, you should do what you want with the ball. If that's keeping it, then that's great. If that's giving it to a kid, that's also great!