I suppose that you can say that this makes Atticus naive about the level of racism that persisted in Maycomb in his time. However, I do not think it does. In my opinion, it shows that he is realistic.
The reason I say this is that the KKK really had not been very active in the South for quite some time by 1935. The "need" for the KKK had gone when Reconstruction ended and white people were on top again in the South. I mean, when the judicial system kills Tom Robinson for you, what do you need the KKK for?
So if Atticus had said there was no racism, I'd say he was an idiot. But he knows there's racism. He just says the KKK isn't that important.
Now, give the context where he says this, I think he's just brave. He's trying to reassure his family -- tell them that the mob is no big deal. That's brave.