I just want to second the advice of LouBelle, erbie, and jgnat (except the intervention part). To be honest, "Would you choose me or the religion?" is the worst question you could have asked, and it might have damaged the relationship, but you can repair that damage. The fact is that most men, when faced an emotional confrontation, are likely to become colder in response -- the increase in emotions that they're presented with results in a decrease in their own emotions. They shut out anything you say at that point because it's just "emotional talk". I think we've seen that your man has that same reaction.
As erbie said, it could be that he is still feeling somewhat empty (no romantic relationship is supposed to be totally fulfilling of a person's needs, at least not a healthy relationship) and he doesn't have anything better to replace the Witnesses. The sad fact is that there is probably no quick solution you can apply here. You can't suddenly get him into a social group or new hobby, you can't suddenly start asking him to go out on dinner dates on meeting nights, and an intervention is likely to trigger his persecution complex and make things worse. You may need to let things run their course.
The truth is (and this might get me yelled at), the Witnesses are not an evil organization. They may be called a cult, but they're more of a high control group, like the Mormons. They encourage lots of wholesome values, and many JWs are friendly and sincere. Nobody in the org. is going to suggest that he leave you unless you are an "opposer"; many JWs have "unbelieving mates". Your reaction to his rediscovered sense of religion came partly from a sense of threatened territoriality ("No, he's mine!"), and that's obvious to him. Yes, you are also concerned about him, but he fails to see the reason for your concern, so he discounts your whole reaction as being 100% about possessiveness.
I suggest just showing respect for him, misguided though he is, and slowly reason with him over time. It's probably impossible to halt his increasing involvement in the org., but there may very well be a downward curve on the other side, which is when you need to be ready to tactfully help him break free of their thought control. Remember, you don't own him, and as he's reminded more and more of the JW "subjection/headship" principle, he will be likely be resentful of your attempts to seemingly control him. He's still going to come home to you at the end of every day; nobody's going to toss a bag over his head, throw him into a van, and take him to a re-education center. You have time to work with him.