It could mean she isn't happy with them being Scientologists, or it could mean she doesn't want to discuss it, because Scientology is so controversial. It's hard to tell from her comments. However, I get the feeling that raising them as Scientologists wasn't her idea. It sounded like Scientology was an issue in Tom and Nicole's marriage.
It was always a rumor that Tom was never happy with Nicole not giving up catholicism for scientology. So it might be true. I don't know, people are usually happy to celebrate their religion/etnithy so it's a bit odd she wouldn't want to comment on that. But perhaps it's just that she doesn't want to talk about her kids and attract any media attention towards THEM.