The question now is only about preserving my family and helping them see that they need to leave too.
You can't make someone see that they have the wrong faith. It is a deeply personal choice that each person has to make and trying to convince them otherwise will push them away. Instead make them feel safe in whatever choice they do make. Support them in their choices and show them love. Show them that you are happy being out of it. Focus on the positives. And love and support them even if they decide to stick with it. This is basic human nature at work.