Throughout the novel, Atticus is the paradigm of honesty. And to live up to that example, especially in the eyes of his children, he has to be honest with them as well. There are certain things that Atticus knows the children will only fully understand when they are older. But he has seen that they are beginning to learn about social classes and discrimination (based on income and race) in Maycomb.
Since the children have already been introduced to this part of society, and since they'd seen a bit of the trial, he decides to let them continue learning. He hesitates but then relents even though he knows the children (especially Jem) are idealistic enough to believe Tom has a chance. Atticus knows this will be a hard but necessary lesson.
When the verdict is read, Scout can tell how devastated Jem is:
I peeked at Jem: his hands were white from gripping the balcony rail, and his shoulders jerked as if each “guilty” was a separate stab between them.