A close friend of mine's parents are JW's. She was never baptized in the faith, therefore her not accepting their lifestyle and beliefs has not tainted her relationship with her parents. Her sister, however, was and has broken away and the rest of the family no longer have any contact with her.
This is a religion based on "rules" as such and your boyfriend probably has valid fears about "losing" his parents as he is seeing someone outside of the faith.
Be patient with him - this is something that has been indoctrinated in him his entire life and yes, to his parents, this is going to be a huge deal.