2 Corinthians 6:14
14, Do not be unequally yoked with unbelievers, For what partnership can righteousness have with wickedness? Or what fellowship does light have with darkness? 15, What harmony is there between Christ and Belial? Or what does a believer have in common with an unbeliever?…
Your boyfriend wants you to study with Jehovah's Witnesses because he eventually wants you to become one as well. He has been raised to believe that if he is not a Jehovah's Witness and or that if he marries someone like you (an unbeliever) who isn't a Jehovah's Witness, God is going to kill him at Armageddon. He has been taught to believe that this will happen very soon.
If you study with the Jehovah's Witnesses and don't renounce your religion and become one of them by getting baptized in water, he will very likely end your relationship.
If I were you, I'd come to grips with the fact that as long as your boyfriend is mentally and emotionally still in the influence of the Jehovah's Witness religion, you will be viewed by him and his family as someone who is coming between he and God and you are endangering his eternal life. To Jehovah's Witnesses and to him, you are a "worldly woman". They truly believe that you and your religion are part of Satan's earthly organization and God is going to soon destroy you if you don't change. They believe that it's their solemn duty to save you from Satan's grip and if you refuse to change, they must stay away from you.
It is unlikely that this will ever change his view on this because he has thoroughly taught not to look into other religions or consider outside information for fear that Satan will draw him away from what they believe is the true God Jehovah.
If you don't believe me, just ask him outright : Do you expect me to get baptized after I study with Jehovah's Witnesses and if I get Baptized, will I be expected to go from door to door recruiting others?