This board doesn't have many active JWs on it, but there are a lot of us who've been JWs or are going through the motions.
Totally agree with you, you should be able to date someone not of your own religion. But JWs divide everyone into 'us' and 'them'. You're 'them' - an unbeliever (I know you said you're Catholic - to a JW that's an unbeliever, they've spent over 100 years slating Catholics and Catholicism), so you're considered to be dubious in character and nature (you're probably a really great guy - but all unbelievers are dubious to JWs) and their first thought will be that you're only there to pull your girl away from being a JW. Which then leads to all the shunning stuff for her.
That's the brass tacks of it I'm afraid. You may get suggestions to become a JW to make it easier on her. I'd personally suggest not doing that even if you were inclined to.