Atticus desires to appear trusting to his children. When Atticus asks the children if their game pertains to the Radleys, Jem says, "No sir." The conversation stops at this point because Atticus does not expect his children to lie to him. He is a trusting father. Even if he suspects otherwise, Atticus takes Jem's answer as truthful. He does not appear as distrusting. This in itself is a lesson to the children. Atticus expects honesty from them. He accepts Jem's answer as an honest answer. In this way, Atticus is teaching the children all about honesty.
No doubt, Atticus is a clever father. He practices what he preaches, to borrow a cliche. Atticus is a good role model. He does exactly as he would expect the children to do. If Jem says, "No Sir." then Jem must be telling the truth. Atticus does not expect his children to lie to him. He has trained them to be honest and honesty is what he expects.
As it turns out, Jem is lying, but Atticus chooses to accept Jem's answer as truthful. He is teaching Jem that he believes in honesty and does not expect that Jim would lie to him. One could call it reverse psychology. Atticus accepts Jem's answer as truthful because he does not expect the children to lie to him. Also, Atticus has a quiet way of teaching the children. He says more without words than many people do with words:
In Chapter 4, the children still regard the Radley family with childish fascination. They act out their visions of the Radleys in much the same way they had previously acted out stories they had read. This shows that they regard the family as almost fictional. They give little thought to the fact that their game may be hurtful to thinking, feeling humans behind the Radley windows. In his quiet way, Atticus tries to teach them about this. Later in the novel Atticus will try to teach a similar lesson to the inhabitants of Maycomb during the trial of Tom Robinson.