There were a few things in your message I wanted to address.
1. Regarding the kids in the neighborhood, I agree with the advice that you can control what your kids do and what other kids to (to a certain extent at your house/in your yard).
I am a working Mom with 2 kids under the age of 4. I have little time to spend with my kids at the end of a busy work day. But, they're too young to be outside by themselves. We live on a cul-de-sac and have 20 kids between the ages of 2-16 on the street of 10 houses, too. There are other parents who aren't as attentive - there is no pattern of SAHM vs. working. It's just levels of attention paid to their kids not being the same as ours.
Last night is a perfect example. My husband was mowing the back yard when I came home from work with the kids. I needed to make dinner, they wanted to play with their friends. They played outside in the back yard that is fenced in and got to go out front after we ate dinner when I could supervise them.
Our next-door-neighbor's house was destroyed in a fire last week, so we've been mowing their yard while they're trying to rebuild and get their lives back in order (they have 5 kids who were affected). So, my husband was preoccupied with that more than normal in an effort to help our neighbors. Otherwise, he would have been out there with them.
2. You seem to be struggling with your religion, and it's a very personal thing.
I personally consider myself Christian, but I am very personal with my beliefs because it's been my own voyage to get there. I didn't grow up in a devout family, but I was confirmed Catholic. I married a Baptist man who had religion crammed down his throat every day of his life and wasn't given the choice of what to believe. When I was diagnosed with Cancer after the birth of our second child almost 2 years ago, the experience brought me closer to God, and it pushed him further away. He couldn't understand why the God he believes in would do this to a young mom and 2 small children.
Again, personal paths lead us in our own relationships for our own reasons.
I try to make my decisions in life based upon being a good person. I personally choose not to let religion be a deciding factor in doing what's right. It gives me considerable personal satisfaction to help other people. It only takes a few days on Mamapedia to learn that there are 1000 different approaches to being a parent - many of which I don't agree with, but there are very likely things I do that people don't agree with either.
It sounds like you have a few options, though.
You can try talking to the parents to let them know your concerns.
You can try talking to the kids to tell them what you're concerned about.
You can keep to yourselves and have your kids remain in your yard under your watch.
You can put your house on the market and move into a neighborhood that's more desirable for your preferences.