Because if Armageddon comes right then you’re going to die as fire and sulfur rain down upon all churches in Christendom.
It is one of those “conscience matters” where JWs are all over the map on it.
Some choose to go in because they don’t want to piss off family and the family realize JWs are assholes.
Some don’t want to stumble their brothers and sisters in the congregation if they were to find out.
The stance to not enter probably comes from statements like the following from the WT.
W70 3/15:
Thus there is no need for a Christian to feel obligated to go to a church funeral of another religious organization, where there may be the temptation to give in to pressure and follow the crowd when everyone else is performing some false religious act. Thus also the danger of performing an act of apostasy and displeasing Jehovah God can be avoided. But each one must decide for oneself on the basis of circumstances and one?s own conscience.
Yeah. When it’s in print expressed this way militant JWs make it hard and fast rule.