Why is He called God’s only begotten Son, since we also are children of God?

Because Christ alone is the eternal, natural Son of God. We, however, are children of God by adoption, through grace, for Christ’s sake.

Scripture proofs King James Version

John 1:1-3, 14, 18 In the beginning was the Word, and the Word was with God, and the Word was God. The same was in the beginning with God. All things were made by him; and without him was not any thing made that was made. ... And the Word was made flesh, and dwelt among us, (and we beheld his glory, the glory as of the only begotten of the Father,) full of grace and truth. ... No man hath seen God at any time, the only begotten Son, which is in the bosom of the Father, he hath declared him.
John 3:16 For God so loved the world, that he gave his only begotten Son, that whosoever believeth in him should not perish, but have everlasting life.
Rom. 8:32 He that spared not his own Son, but delivered him up for us all, how shall he not with him also freely give us all things?
Heb. 1
I John 4:9 In this was manifested the love of God toward us, because that God sent his only begotten Son into the world, that we might live through him.
John 1:12 But as many as received him, to them gave he power to become the sons of God, even to them that believe on his name:
Rom. 8:14-17 For as many as are led by the Spirit of God, they are the sons of God. For ye have not received the spirit of bondage again to fear; but ye have received the Spirit of adoption, whereby we cry, Abba, Father. The Spirit itself beareth witness with our spirit, that we are the children of God: And if children, then heirs; heirs of God, and joint-heirs with Christ; if so be that we suffer with him, that we may be also glorified together.
Gal. 4:6 And because ye are sons, God hath sent forth the Spirit of his Son into your hearts, crying, Abba, Father.
Eph. 1:5, 6 Having predestinated us unto the adoption of children by Jesus Christ to himself, according to the good pleasure of his will, To the praise of the glory of his grace, wherein he hath made us accepted in the beloved.

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Edition & Source Public domain

Source: The Heidelberg Catechism
Translation: English translation as published by apuritansmind.com; Scripture proofs: King James Version
Published: First published 1563
Original URL: apuritansmind.com/creeds-and-confessions/the-heidelberg-catechism-by-zacharias-ursinus/
Copyright: Public domain.
License: Public domain
Attribution: Public domain. Text transcribed from apuritansmind.com, which reformed.org's historic-documents index links to. Compared automatically with the PDF at heidelberg-catechism.com, which is the same translation family: 217 of 258 questions and answers matched. Of the 41 that did not, I checked 18 by hand: Q12, Q18, Q27, Q56 and Q61 differ in wording, and the others were page-layout noise in the PDF; the remaining 23 were not checked by hand. Not yet proofread against a printed edition. Part divisions are the standard ones (Q1–2 introduction; Q3–11 misery; Q12–85 deliverance; Q86–129 thankfulness). The question 23 creed text had verse-number markers removed. Scripture proof texts are the King James Version, from the public-domain Project Gutenberg edition, added with tools/add_kjv.py. A few references could not be matched to verses (whole-chapter references such as ‘Genesis 1 throughout’, and typing slips in the source) and are shown without text.

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Cite as The Heidelberg Catechism. First published 1563. https://www.apuritansmind.com/creeds-and-confessions/the-heidelberg-catechism-by-zacharias-ursinus/