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There isn't a real answer here I'm afraid. If they've made their mind up, you aren't going to change it. By your words, they've made their mind up (firm, etc), they know the lore themselves so aren't being blind about it, and so I'm not sure their is an argument. If they know the GW stuff, they know its a game promoting imagination, problem solcing, math skills , all the usual benefits. If they don't, maybe use those?

Related anecdote:
I lived through the D&D (and more generally RPG's) were the devils work etc. I remember parents bringing a religious leader to the house to "Have a talk with my mom." Fortunately, this minister listened, heard my mother's kids were home at the kitchen table friday and saturday night, and said "Sounds fine, I mean, they could be out drinking like most kids..." and left us alone.

This doesn't seem anything like that, since it sounds more like wait a few years than that, so count your blessings, and perhaps be like this minister, and give it a few years.

The lore for GW games is grimdark, a world where everyone just wants to kill everyone etc etc. If they feel this is too much for their 12 year old, you're not in a position to tell them they're wrong. Do I agree with them? Doesn't matter. I am not the one who gets to decide in this case.