Open Question: It hurts so much, Maybe I'm Wrong?

I was Born into a religious family. Now I don't go to church anymore. It Just depresses me too much and I feel a lot better that I'm not going... most the time. The religion I was born into is very strict. From no saying vulgar words/Swearing, To no sex before marriage. The list goes on... A few months ago I went to go live with my boyfriend two states away. My parents were very against it. But I knew it was something I needed to do... I just knew it was right. So I left, I'm happy with him and If we had the money we would get married. My family misses me. I miss them too, I love them so much. I talk to them a few times a week but.... it's hard.... to talk to my parents. I have always had this gift(maybe curse) to feel what people feel to sympathize with people.. and actually understand. I have surprised many people with how I can describe to a Tee what they are feeling. I know this because I feel it within myself like I'm experiencing their views and emotions. It's weird... but it's just how I am. I can feel so strongly.... My parents, just, when we talk on the phone. Sometimes we hit subjects I just.... I'm sorry, I'm trying my best too explain(not good with words). It's so hard. They don't like what I'm doing. Like I have had sex before marriage. I only had it with this man because I love him and I want/plan to marry him. He's my one and only. But my parents morals... it makes them sad, and just a whole bunch of other things. I know they wish I would come back to the church more than anything... it hurts them so much. and ... I feel horrible about it. It almost felt like I ran away from them, because it hurts so much to be around them. I never said flat out hey... I'm having sex with this guy... but I think they know, they are smart. I just feel like I cause so much misery sometimes. It hurts to think about all this. I've changed so much ever since I left my religion and it's a good religion with good people... .it just wasn't for me. I think they wish they had the old me back... and that hurts too. What if I'm in the wrong? I mean what if it's me that needs to change again. I don't know. I've even lied to them which was like the first time I've lied about anything... I lied to protect them... but also myself... and at the time i didn't even see it as a lie. It was so hard to lie to them. Maybe all the things I'm doing are wrong.... Living with him, occasionally using drugs and drinking, the tattoo I've gotten ( against old religion). I don't know, I just really don't know... but I want the hurt to go away. I want their hurt to go away, too. I'm just hoping someone knows what to say... Can someone help me know what to do?