Why do I feel like I failed, and why does it hurt so badly?

My son left for college about 6 weeks ago and today I read on his facebook page that he is converting to Catholicism. I am ignorant as to the ins and outs of the Catholic faith, but at least he is not abandoning Christianity completely. When he was dedicated, I held him in my arms and made an oath to God in the presence of the entire Church that I would raise him in a Christian home and guide him Spiritually and physically by my example to be a man. To find out this way I feel he has turned his back on everything I tried to show him. Where did I go wrong? Or if I did nothing wrong, why is my heart so broken?