Personally I've found that many older people these days are fairly open to the idea of pole fitness- heck, they grew up in the glory-grow-up days of Burlesque! Which, I will point out, is now considered a very different thing from stripping in clubs, and is also seen as something fun and exciting, while also empowering.
For those who associate pole dancing with strip clubs and other wild business, I would say that you should sit down with them, and engage in thoughtful discussion with them on the topic. Tell them how you feel (by using "I feel" or "I believe," things that start with what happens inside you, rather than what you assume happens inside them), ask them questions about their beliefs (Why do you feel that this is different from gymnastics? Does it always have to be done in a strip club? What if it made me feel happy, and I got a lot of benefit from it, like strength and flexibility?) so that they need to think carefully about them.
And give them time, and space, to think about it, if they need to. And, if they cannot engage in thoughtful discussion with you about it, simply ask them to accept that there are things about you that they may not understand right now. And, you can ask them if there is anything you can do to help them feel more comfortable with you and your hobby, or being in your house... without giving up what you love to do.
Parents and In-laws are people, too!