Tell them to grow up and let you live your life how you want to. If they get hurt or mad over something so pointless as someone else’s private religious preferences or lack there of and they judge someone based on that they do not sound like reasonable people. A parent should never judge their child by a choice like religion or sexuality their child has made. They should support and try to understand their child regardless of they way they choose to live their lives. Unless their kid turned out to be a murderer or rapist or something to the extent of that and other illegal activities.
Religion and sexuality might seem like a good analogy in a sense, if you view both of them as choices. The fact is that neither of them truly are, and for different reasons. Sexuality is largely genetic. Religion, on the other hand, is a truth claim. Either there is a god, or there is not. Either Heaven is a real (physical or spiritual) place where you or your soul might go after death, or it is not.
If you have to choose to believe in a particular religion, you very likely know that you don’t have a good reason to believe it. Most of us believe (or don’t believe) the way we do because that is the conclusion we think is true. Even those who say “Well you just have to have faith” think that what they have faith about is true; they just can’t demonstrate that it is.
Remember, it was “private religious preferences” that leads to things like creationism taught in schools and the Westboro Baptist Church.
Think of it this way: if you had a child or sibling who denied gravity, would you say “well that is just his private physics preference” or would you be disappointed, disturbed, and trying to correct him? To a theist, especially a Christian, having a child deny god is like having a child deny gravity: it’s just so obvious to them that it boggles the mind that anyone could not believe it.
Yes, it sucks to have parents who freak out just because you don’t believe the same as they do, and yes it seems like a much smaller deal from the atheist perspective than the theist one. However, I don’t see minimizing their concern to “getting hurt over a preference” as a reasonable response.