If you are living in a foreign country, then you have already taken that risk.
If living in Pakistan, then I dont see anything wrong with parents talking to their kids in urdu, regardless of whether they use punjabi or urdu between themselves.
Actually I feel learning urdu should be the main priority. Regional languages should come second. As long as punjabi is being spoken at your home, you will learn to speak and understand it sooner or later. However, urdu, being the national language of Pakistan, should be a common feature of Pakistanis all over the country. That is the only link that punjabis have with sindhis, baluchis and pathans.