He felt as though pursuing this may hurt his God, or compromise his relationship down the line with his religion. He studied, sought counsel, and prayed about it… And said that it does come with a risk, but something is telling him not to just let this go.
Right this part here is going to make you hurt hard in the future. Until the day he is fully convinced JW are not the true religion and dating outside JW is disappointing his God, there is a very, very real risk of him chosing the JW religion over you. Maybe not today. Maybe not next year. Perhaps it will be 15 years into a possible relationship. Maybe it will be when you have kids and he wants them to be raised as JW and you don't want that. Or whatever situation you can think of in which suddenly he feels guilty towards his religion/god, and decides he has to choose that over you.
Also, JW men tend to be emotionally immature, more so than the average decent guy. So watch out you're not getting a man-child.
And, JW men are raised in a culture where men are the head of their wives, who ultimately have to obey their husband. So be aware for any red flags wrt to that too.
Otherwise, good luck!