I'm really sorry they have reacted in that way. It is good they are accepting, to a degree, but they also seem very ignorant.
Please don't believe them, it's not a bad idea at all and if you did date women in the future, the one's who care, don't matter. There isn't much chance of them caring who you've slept with in the past seeing as our generation is growing up to be much more accepting and tolerant than the last.
The truth is, they may become more accepting and begin to respect your choices, but they may not. They're obviously in denial, so it may pass.
Just act normal, mention your boyfriend's name when you're telling you're parents things 'im going to cinema with ....' ect... if you act normally about it, they will hopefully do the same.... in time.
Just accept it will take time. They seem open enough to do so, eventually.
