There is a lot of snow outside. Hence, children should not go outside.
There is a lot of rain outside. The children, therefore, should not go outside.
There is a wind outside. Thus, children should not go outside.
There is a chilly weather outside. That is why, the children should not go outside.
I think comma is unnecessary in all the sentences here that have the second sentence as a single continuous unit. Only the second sentence has a break due to the use of 'therefore', making the use of comma warranted.
Also, Instead of Hence and Thus, you would be better off when using therefore. Hence and thus are by common usage interchangeable, however according to the rules of grammar they are different.
Hence should indicate future use - such as "Hence we will proceed as described."
Thus should indicate the past in its usage, or to indicate a conclusion, such as, "The British and American troops fought to a standstill, thus no winner was declared."
See this link for more information: http://painintheenglish.com/case/4452