Most homeschooled kids go through the "I want to go to school" thing around 7 or 8. I think it has more to do with the social thing, and with all of my kids, they get past it and never really ask again. I'm honest with them and tell them what school is like. No horror stories, just the facts.
I think it is natural for kids that age to become social and want to do what the rest of the kids are doing, but eventually they realize that they have the better deal at home!
We found that sports, boy scouts, or 4-H, music and drama clubs, church and homeschool groups can provide better social contact in the long run than schools do anyway.