The religion comes first. The most important bond is between the parent and Jehovah because Jehovah holds the keys to their very life. So when kids come around there's something in between them, often from day one. I hope that helps you see how it works. It's messed up, I totally agree. Many people that are attracted to the cult or raised in it have narcissistic tendencies.
I think you've already been given healthy boundaries to consider here as to what is on him, his parents, and you. I hope it works out for you both.