play4fun : Well one reason for that might be that while they admire the core values and think certain elements make sense, they just believe their religion is still right.
Many people have their religion brainwashed into them and cant even think of leaving it for another no matter how much sense the other might make or how little sense theirs might make.

Perhaps another reason could be that they fear persecution from their friends and family, this happens often to people leaving any religion for another so it is understandable.
Then of course there is fear, fear that they are already in the right religion and changing will condemn them.
I think there are many valid reasons to reject a religion even if you agree with it or understand it other then they like sinning or they think they are going to hell anyway so why bother.

Actually in that case the first one makes no sense anyway if they understand your religion, because they would know that they are bad but they will be forgiven so long as they accept.

Well it seems that this is all senseless in the minds of those objecting to it. But I think the intent was if you feel that you fall under one of the categories then a follow-up evangelistic response would be given.