In WT world, here is a spectrum of words used about a matter:
Wrong (as in DF'g wrong)
Behavior that will get you marked
Gray area
Ok to all
Good
Beneficial
Exemplary
Where on the spectrum is hoping your df'd one will come back?
"Not wrong".
Finish the implied thought though: Hoping your family member will return to Jehovah is not wrong, [but it is useless, fruitless, a waste of time, means you lack faith].
There is an implied remainder to the saying, it is not wrong............but.
Or, it isn't wrong, per say; it isn't wrong in itself.
There is an implication to that statement that is not finished in the paragraph, but in the minds of many, maybe most, it will finish that hoping for your df'd one to come back is a waste of time and emotion, and betrays a lack of commitment.