This question is location dependent.
When I lived in SoCAL..there were lots of swimming activities, which was perfect for the number of pools and beaches.
In OH, swimming is probably only a summer activity?
All I wanted with Pre-School age children and younger was a break most of the time.
I found a fantastic Pre-K program that was totally focused on gross motor skills and active play time, such as learning to ride trikes and big jungle gyms. And I lived in a University area at the time where all these educated moms wanted an academic Pre-K.
If I could do it over again, I'd start a Parent Co-op of sorts where parents have to both provide care and give care....whether it's in play groups at each other's homes, or at a park....Pre-K kids are too young to focus on academic activities in general IMHO.
I would probably not go to a local business with such a young child to do crafts, unless it was a super experienced Pre-K type teacher who knew exactly what worked and what did not. As I would not want to pay a fee and come home with recyclable art.
It looks like you're looking for potential business ideas, so my vote is stick to something physical or musical or both. Like rent an industrial garage and load it with little tykes toys and slides and bouncing things and let the kids run free. I always wanted activities that wore the kids out, not me.