We went the other way: from Baptist to Presbyterian to Lutheran.
I would simply say to you to read what you wrote:
" I'd be abandoning my church I grew up in. And perhaps some beliefs like the importance of confirmation and baptism. "
I would clarify what exactly that means. The importance of baptism, in particular. Why do they think it is less important that you? Or do you no longer believe that baptism is important?
Often, the reason different denominations have different views about the importance of something, is because they have completely different (and opposing) views about what something is, or means.
For a Lutheran, as Paul says, baptism now saves you. It is the method by which faith is given. For many other denominations, it is completely the opposite: it is of no importance, because God is not the actor, you are. YOU (the person being baptised) is the one doing something, not God.
For me and my family, I don't exactly find much comfort in what "I" do. I know that I am broken and and a sinner, and everything I do (even the good I want to do, again, as Paul says) is as filthy rags. So the baptism that a person does is as filthy rags. How does that feel? I'd rather trust that God's Word is Truth and He does what He says. Baptism is God's action on us.
Believing and having faith in my own belief, is scary. I believe in Christ, through faith, not my own emotions or actions or decisions.
When you discern what you believe about baptism, and examine what this new church actually holds to be truth regarding it, then I think you will find your answer. I'd also be quite surprised if they confess that communion is with the true body and blood of our Lord.
Blessings to you and your family.
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Wanted to add regarding what church is. If you do your due diligence, you will find that church isn't just a group of people. It is where people are gathered together in the name of Christ, and the sacraments are rightly administered. That is what gathering together in His name meant in the early church--the administration of the Sacrament. They closed the doors to outsiders b/c it was viewed as cannibalism.
Does the new place actually have church? I'd submit for your consideration that without the administering of the Sacrament and the preached Word then it isn't church. The apostles were given what was to be handed on: Word and Sacrament. Quite literally.
---Sorry to add again:
As to whether it was hard... When we switched from Baptist to Presbyterian it was not. In fact, my dad did a lot of reading and was on the verge of switching as well, I think. We had a lot of great theological discussions. But when we switched to Lutheranism, it did not go over well. Everyone in my side of the family is Baptist--half don't even bother to go to church though, they just say they are Baptist because they went there at one time. I have a SIL who is Roman Catholic, and my parents would almost rather they didn't go to church at all than her to go to mass. :/
My husband's family is about the same, except that some claim to be RCatholic (even though they never went through the classes to formally join the church). And don't go at all. They are pretty much all over the map and have no issues with what we do or believe. My own family, it was a point of contention for a while with my parents. They have come to accept it, though. And it is what it is. No rift in our relationship over it. Just a little awkward when we go to visit them and it happens to be over a weekend. They would prefer we go to church with them (so they can show off their grandkids to their friends there)... we'd prefer to go to an LCMS church there (where we actually know the Pastor who is one of the ones that take our kids to youth camp every summer) where we receive Word and Sacrament--the reason we GO to church.
There might be a remark or two, mostly in dry jest, these days. That's about it. We agree to disagree.