They're doing you a favor, in their minds, by aggressively working to bring you into the fold and if you're dead-set in a different religion that makes you a bad person, in their eyes.
That's how some people think of it (and act on it), but that is not how it is supposed to be. The attempt to convert people, (by people who know what they are talking about) is meant to be based around the fact that in my religion you will be cast into the pits of hell at the end of days unless you repent and accept my savior as your own. Some people think of it as a "They need to convert or they're terrible people" thing, but that is not what it should be, it is about saving people from Hell. At the end of days, I will look back and know all the people I could have helped, and it haunts me now, how I cannot even discuss my religion among people I've known for years, at the risk of being outcast.