I do not believe that when you read fairy tales as a child that you believed they were accounts of factual events.
(The Rev Logan/Harry Potter syndrome comes to mind

)
What I do remember about learning the TRUTH as a child was NOT the disappointment that he was a symbolic mythical fairy tale type character, but disappointment at the fact that my parents LIED to me.
If I had been told the truth when I asked I would have learned that my parents valued honesty.
What I did learn was that people lie to each other all the time, even when the truth doesn't hurt. I could have learned that in a better way than from my parents lies. - who else should a young child trust?