I went through this too. The answer is honesty. Yes, I would tell them that you no longer feel comfortable in a Christian college.
You should separate the two different issues here.
1) Your personal decisions are about where you are as a person and about the direction you want your life to take. This isn't about anyone else's beliefs or life choices.
When you talk about this say something like "I feel like where I am right now, I would be better in a non-Christian college." You have no obligation to explain this... it is between you and "God" (whether you believe in Him or not). This is an important personal decision, and it is your s to make. If someone presses... say something like "that's just where I am right now".
2) The family crap is a separate issue. You can be respectful during the grieving process (if you can hold off your college decision for a few weeks that might be helpful).
You can choose how confrontational you want to be with your close family. I came right out and told my family (in the parlance of my particular religious background) "I have decided to leave God". This worked pretty well for me... some people got a little worked up, but it died down. Any time someone decided to fight about this, I simply said "that's what I decided" (there were a few people who I cared enough about to have more in depth discussions).
As Shakespeare said "Above all, to thine own self be true..." Where you go to school is about the life that you want to live. This is an important decision that needs to be made according to your own values.
I would be up front, direct and honest.