Or, you could talk to your priest about your feelings.
This. Even if you’ve decided with certainty you will be leaving, OP, it could be he deserves to have you let him know why you felt his remarks were inappropriate, particularly if you felt they created a bad family dynamic on what ought to have been a day unmarred by any controversies.
I wouldn’t leave over one unfortunate situation, rather than a pattern of behavior or a prevailing attitude that is too much of a barrier to your full participation in the parish. If you can teach your children that we all mess up sometimes and we don’t hold a grudge when someone fails us, even when they fail us on a very important day, they will internalize that and see you’re a safe person to be around. I mean you can talk to them and say, “How would you like me to treat you, if you did something you thought was helping but instead ruined a big day I had? Even if I were very mad at first, I hope I would come around and forgive you instead of holding it over your head.”
Your daughters will learn from you how to balance mercy with healthy boundaries and reasonable expectations. This is an opportunity for you to develop as a Christian, after all, right? Of course you want to forgive him from your heart, to want the same mercy for him that you would want for yourself, whether he “gets it” and repents or whether it is a “Forgive him, Heavenly Father, he is clueless.” Make sure they know this is important. A Christian can of course take people’s most likely way of behaving into account when they decide where to trust them and where not to trust them but we should not carry around grudges over the times others have failed us. Mercy is the light load we are meant to carry.
After that, you need to decide carefully whether or not you as a family need some other parish with some other priest to be the pastor when your daughters go through their sacraments of initiation in the future. There is value in growing up in one parish and going through thick and thin with one group of fellow Catholics. (There is a reason St. Benedict was against monks jumping from monastery to monastery!)
You’ll have to use your judgment about whether talking to him about your feelings is a good idea or not. If it will boil down to “I don’t like it at all when you’re being yourself” you have to ask what good will be accomplished. If it will be “I want to let you know the difference between what you intended and what the actual effect was for our family,” that is another matter. He isn’t a mind reader. He may know he blew it and yet won’t approach you to apologize if you never bring up the subject. He may think he did a great job and will let you know by his reply that you can expect a repeat when First Holy Communion rolls around. It isn’t fair to expect him to change himself to suit you, but we all need gentle and constructive feedback, even when it is sometimes negative instead of positive. (This isn’t a bad matter to talk about to a different priest in confidence. It will usually help you avoid land mines to get (name removed by moderator)ut from someone who has walked in a priest’s shoes.)