Following up on a story reported earlier on Twitchy, from Politico:

Kristina Schake, Communications Director to the First Lady, emails to confirm this was a White House effort:

From the beginning of the administration, the White House has asked news outlets not to report on or photograph the Obama children when they are not with their parents and there is no vital news interest. We have reminded outlets of this request in order to protect the privacy and security of these girls.