A church "family" is a very strong community and that may be something they need atm. I would let them decide on that one, as you said you were going to. Very wise, imo.
I was, like so many here, raised in a religious family and later rejected religion. As you say, they are great kids. The religion thing will work itself out in time. You don't give ages, but I can't imagine that they are warped for life. All you can do is provide your influence and let them work it out for themselves.
And, even if there weren't a religious difference, there will be a culture clash initially. You're making a very dramatic change to your family. A period of adjustment is inevitable. I think you are doing a great thing. Congrats.