I've heard Christian parents say the same thing, but I always felt I had to be more watchful when my kids attended Christian school than when they attended public school. I feel that no matter where I send my kids to school, everything they learn there will not be what I believe also. But at public school, my kids will more easily recognize that there are different views and we don't agree with everything. The danger of religious schools (at least IMHO for my family) is that there is a greater danger there that the kids will THINK we also believe everything they are taught there.
In our house, Sunday dinner is often an exercise in critical thinking. My kids know from an early age that not even at church do their parents endorse and believe everything they may be taught.
My family taught me critical thinking, and even discussed theology at home, sometimes disagreeing with people at church or school (during the years some of us went to private school) but still there were some things they never commented on, and I never realized until I was much older that I could have applied critical thinking to these things, too.
The most extreme parents I know homeschool their kids so they won't be exposed to things they don't believe. I think it's MUCH wiser to expose them to a variety of things and teach them critical thinking.