Thanks everyone, I really appreciate your feedback, experience and comments. My wife and I will speak to the teachers again.
Perhaps late immersion is the way to go. Believe it or not, poor expertise in the English language can be quite detrimental; so I adamantly want my girls to be proficient in their mother language. I've been in meetings at work where someone has butchered the language by substituting "good" for "well", such as we did "good" at that project, or he's "doing" good (is he working for a charity, or doing "well"?)...or mixing up affect and effect, or mispronouncing pronunciation as pronounciation, or fare and fair, or confusing their sentence structure, or using nouns as verbs...etc. Sure, we can debate that the language is evolving, never standing still, that usage sets the rules, not rules set the usage, but in real life, if you can't "talk real good", people who can will mark you as such. That, is why I want my girls to know, really know their mother language.
It was only when I started taking Spanish at UofT years back, that I realized how little I knew of my own language and its grammar rules. For example, I didn't have a real understanding of the meanings of grammatical terms such as Article, Adjectives, Adverbs, Disjuncts, Possessive Adjective, Predicative Adjectives, Collocation, Apodosis, Mixed Conditionals, etc... It was only when I learned Spanish that I understood what these terms meant in English. It was embarrassing to have to buy the Oxford Book of English Grammar in order to learn Spanish.
So, I want my girls to have a complete grasp of the technicalities of English, so that when it comes time for them to learn another language, they've got a good foundation in communicative method. The alternative is to learn both English and other languages on the fly, ignoring grammatical rules, and end up appearing like a poor communicator in your own language, plus someone else's.