I find it interesting to hear people say they are obliged to go to Mass every Sunday and on certain Holy Days.
Our relationship with God is an intensely personal one. If we have a deep sense of commitment to that relationship there will be no need for someone to say we are obliged to go: it will be an automatic response to our love of God. Going to church because the church says we MUST go is a poor reflection of the way our relationship with God is developing.
Leading by example is always the best way to show your love of God so please continue to do that. However, please don't believe that anyone, or any denomination, has all the answers. We are human, and we fail to reflect the glory of God. We see through the glass darkly, and often misinterpret what we see or hear. You didn't indicate if your children attend another church so I'm not sure if they are already regular attendees.My children have always (from before birth) been to church every Sunday possible, and most of the major days in the year, and they have participated in study groups and guided reflection on scripture which my training prepared my to lead. They both have intense relationships with God, and that leads them to ask questions few clergy can answer adequately.
If your faith journey takes you along the Roman Catholic line then enjoy it, and learn from it, but if your children feel that one of the non-Catholic churches helps them to develop that personal relationship better then please encourage them along their own path to God. Your own faith is likely to grow as a result of their questions.