Layla,how sad to hear your story.
Unfortunately it is common.
I am a speech and language therapist and come from a home where two languages were spoken.
My father always spoke Welsh to us despite the fact we lived 10,00 miles away un the middle of the pacific.He always made us proud to be from where we were and that pride and love remains with me today.
My sisters have married men who speak other languages,and between us and our children,you will hear Welsh,French,Korean and English.
If you perservere with speaking Urdu at home all the time,then your children will learn it.Your parents view is sad but understandable.A lot of immigrants just want to blend in as quickly as possible and yet one can be a happy and stable product of two (or more) cultures.
Remind your parnets that the vast majority of the world is bilingual.Those who only speak one language are in the minority!
How would they feel if their grnadchildren were unable to communicate with relatives back home?
More importantly,if your sons are not taught Urdu,they in turn will feel resentful as adults.It will be as if you have slammed a doorway to a whole other world which they have been denied the opportunity to participate in.
Keep on speaking Urdu,be proud,be positive,mix with as many Urdu speakers as you can (and encourage them to speak Urdu with your children) and hopefully the grandparents will see how silly thay have been.