In response to a reader question, agnostic sci-fi writer John Scalzi explains why he encourages his daughter to take an interest in faiths and in Christian faiths in particular.
Worth reading, and I think many of his points apply to people who practice a faith and who naturally want their children educated deeply in it. We shouldn't be afraid to encourage them to learn about other faiths, presented as fairly as possible (which doesn't mean, "their faith is as correct in its teachings as our faith;" but which does mean "here is what they believe, set out in the same kind of language they would use.") Where other faiths raise questions about our own, after all, is an excellent place to offer some answers.