Should I tell my family that I am not Christian?

I’m away studying right now, so I am not with anybody in my family. I call my aunt a few times each week and talk to her a lot. I also talk with my grandparents a bit. They all still talk about things like going to Church and God. They asked if I found a church nearby. I said “yes” but haven’t been going because it’s far away. That’s true, but not the main reason I didn’t go. I am a very honest person, and I am always truthful, especially to people I respect such as my aunt and my grandparents. But agreeing with religion is a hard thing to avoid denying. I respect them a lot, and they are very nice. They are not crazy religious Christians or preachers or anything; they’re Catholic. More about morals than the bible. Should I tell them? If so, how should I approach it?