Welcome to the forum, mlj!
Please take the time to browse the information at freeminds.org. I suggest starting with the articles on shunning. Shunning applies more to congregation members who leave or get expelled ("disfellowshipped") than to non-members, but what you're experiencing basically is a milder version of the same treatment. As for "why", it's because of the intense control the Watchtower organization exerts over its members.
Be aware that the Watchtower teaches new converts to expect "resistance" from the worldly family and friends. If you argue or make a scene, that is playing right along with their script. Instead express your concerns kindly, state your objections without casting blame or disparaging his beliefs. Be sure he knows you're there for him, no matter what he does. In other words, don't unto them as they do unto you!
We understand the hurt. Many here have lost friends and family members this way. Always remember that what your friend is doing and saying comes from the organization's power structure and its influence over him, not from his own heart. All we can do is to remain kind and charitable to them, so that when a day comes that he wants out he will know there is somebody on the outside he can trust.