European art was deliberately designed to take away the thoughts of the devotees to things more spiritual as against the world of senses. Much of it was the work of pious monks or men of religious vocations. Medieval European art is also deeply religious. Nearly all artistic remains of ancient & medieval India are of a religious nature, cloaked in Hindu mysticism, experiences of a deep religious experience. You need to stress this aspect of the religion & enlighten your young daughters on the pious nature of human relations. There is a religio-physical angle to these images & most of the Hindu Temple architecture is based on this concept.
Khajuraho temples are not like the modern day xxx rated movies. Ofcourse, you will need to give a philosophical explanation, while accompanying your daughters! I guess you should keep Khajuraho in your tour itinerary.