One thing I like about the US system is that there is the separation of church and state, i.e. no praying in schools. (There is discussion about whether to remove the line "One nation under God" from the Pledge of Allegiance that they recite every day.)
I have found that almost all pre-schools, at least in my area, are church-based, and as they are private schools they are free to do what they wish. My 2 year old just started pre-school 2 mornings a week and comes home with pieces of art like a picture of herself with the words "Jesus loves me" written on it. They say prayers and listen to bible stories. It doesn't bother me too much because I don't think that it has any meaning to her at her age. A bible story to her is just like any other story.
My 5 year old just started at a private kindergarten which is, thankfully, non-denominational. One thing I really like about her school is that they don't have formal religion lessons, but they do talk about character and values. Every month they have a different value that they talk about. For instance, this month it's honesty. Last month it was compassion. I love the fact that she's learning things like that at school and I especially love that it's not under the guise of religion.
I would be very uncomfortable if she was at school in the UK praying etc., because she is still at the age that she believes every last word her teacher tells her.
But scotlou, I don't know if there's anything you can do, especially without making your son feel uncomfortable. You might just have to grin and bear it.