How do I tell my in laws I'm not religious?

Well if they are secure in their 'faith' they will have no problem with you being open and honest. In fact they will probably enjoy the fact you are an agnostic and maybe one day become Christian. I would just tell them what you said--you did not want to offend them so not to hurt their feelings said something that wasn't totally true. You're an agnostic still searching for the truth and maybe one day will find it.