Because it's what they believe is right. Duh. I'll raise my children to believe that malicious murder is wrong, because I know in my heart that it is. I wouldn't send them in to the world to find their own path and decide if maybe wanton murder
was right for them - they're my kids, I love them, and I want them to be good people.
If I believed that jesus christ was the one path to eternal salvation and happiness, I expect I would teach my kids so - if I didn't teach them what I believed was the truth and the way, what would that mean? It would mean that either I didn't love my kids enough to want to grant them the boon of eternal life in heaven, OR that I didn't believe strongly enough in my path to want to share it with them - for a devout christian who loves their children neither applies. Of COURSE they'll raise their children to be christians.
Now, as it happens, I value freedom of choice and religious plurality more than I value the intrinsic worth of any one path to spiritual happiness - so I'll probably let my kids do what they want in the way of religion, or send 'em to unitarian religious education, which pretty much has the world's religions covered.
But if I thought that I had found the one true path to happiness, and if I thought that choosing something else would mean eternal damnation? I wouldn't think twice about telling my kids. They're family, they deserve it.