It's ok if a small child tries to pull the string... but when some idiot grown adult pulls hard enough, causing the character to fall down to the ground having to be helped off stage (and a torn costume). It's happened more than once, trust me. Most of the time it's full grown dads and moms that do it! Teenagers actually aren't really the problem as you all probably think.
So, no the pull strings do not work.
Also, somewhat on the same subject- Dad's are the ones who love to find out if Mickey/Minnie is girl to (their hands are busy). So sad, but that's just how guests are.