The last sentence sounds like a perfectly appropriate explanation to me.
Do some teaching at home. Ancient Egypt had a fascinating religion, as did Mesopotamia. The Greek myths are fun to read to a child (I started reading them to my kids at about that age). Explain that at one time people actually believed these stories, but today they are regarded as just that: stories. Norse mythology is fun as well. (Do Norwegians believe them today? I doubt it.)
The Bible is a collection of very old books gathered into one volume; each book tells a story. It is also respected by many today as representing the truth, as is the Quran/Koran by some, and the Tanakh by others.
And so it goes.
Find out the position of the school. If they respect all faiths, ask them if they respect atheism as well. If not, just teach him at home. At his age, alienating his teacher(s) will not get you a very desirable result.
Remember that actions speak louder than words. If you want to teach him to respect the right of all people to hold beliefs that differ from yours, speak to and about his teachers with respect and kindness. That will be a great gift to your child as he grows into an adult who might end up with beliefs differing from yours as well. ;)