I am inclined to agree with the idea of talking to the parents, if possible, and making it very clear that you respect their beliefs, and of course that they will share those beliefs with their child, because you also share your own beliefs with your child, but you have also instilled in him that respect for the faith traditions of others, because you can only imagine how they would feel should your son begin imparting Buddhist doctrine to their little boy!
However, I would also add the caveat that there are some Christian sects who believe as a fundamental tenet of their faith, that they not only should, but have a responsibility to "witness" to others, to be, in effect, missionaries, and this responsibility, this activity, is not limited to adults, but begins as soon as the child is able to lisp to his little companions the religious teachings he has received from his parents.
So if possible, I would try to find out if that is the case, because if it is, then talking to the parents might NOT be a good idea because you would be asking them to refrain from doing something that, according to their religion, they have a divinely mandated obligation to do!
But whether you talk to the parents or not, the most important thing that you can do is reassure your child, that even though some may hold these beliefs, that does not change the reality and the comfort of the truths of your own faith, and as others have wisely suggested, hop on it as a "teaching moment," an opportunity for him to learn that there are many different faith traditions, and they are all fascinating and interesting, and all "right," because One is One is One, like a poem Mohammed Ali wrote several years ago, and excuse me for not having it exact:
Streams, lakes, oceans, rivers, all different, but all water.
Sometimes other peoples' water may look a little muddy, or have a stronger current or taste saltier than our own water, and that's OK. It enriches our understanding of our own water, and of all water.
Finally, to descend from the metaphysical stratosphere,
as a matter of practicality, it is also a good "teaching moment" to instill the concepts and develp the valuable converstaional and interaction skills that will serve any child of any faith - that when people talk about things we find disturbing, or would rather not talk about for any reason at all, we can gently turn the talk toward another subject that is of great interest to THEM, and unless our faith prohibits it, matters of religion are among those things that it is good to discuss with mom and dad, and there is a whole world of other subjects to discuss with schoolmates!