I would talk to him about it and try to figure out what is going through his head. For my son, the problem was basically a mismatch between what he thought was fun and interesting and what the typical Sunday school teacher of early elementary kids thinks. In other words, coloring was NOT a fun activity. I tried keeping him in adult services and that sometimes worked, though it brought its own set of issues. There wasn't an easy solution though. In our church, the material in older grades is much more interesting.
Agreed with the above, we experienced the same thing with our eldest DS. He always looked at the coloring and "fun" activities as busy work (the same as word searches at public school)
In his 5th-8th grade years I volunteered as a SS teacher. I found that the way the material was presented was on average boring and simplistic for the majority of the students. I spoke with the SS Superintendent (a former public school teacher) about looking into using different curriculum, though I don't think that ever came about.
The problem extended into confirmation classes in the middle school years. The breadth and depth just wasn't there, especially after the first year. I spoke with the Pastor who taught the class about differentiation, he quickly dismissed the idea. I understand that God's word is appropriate education for all, however, the Pastor failed to understand that breadth and depth in teaching it needs to change in order to keep different abilities engaged just as it needs to with adults. Eventually both our sons moved to the Youth Group (HS Bible Study) and when they became bored there I gave them the option of attending adult Bible study with me.
I think the lesson here is that we have a difficult enough time trying to get institutions that have teachers and administrations with degrees or advanced degrees in education to understand the needs of gifted / highly gifted children, it stands to reason then that hoping that an institution with a mostly volunteer staff and few or no degrees in education isn't going to either.
As parents who both understand the special needs of our children best and wish them to be educated in the religion of our choice, it's up to us to ensure that education is provided, even if that means unconventional means (children in adult Bible study, home study, etc.) Just like with other aspects of a GT child's education, we do what we have to in order to keep them engaged and learning, that often means special accommodations few understand, perhaps including clergy.