Jehovah's Witnesses are required to attend five meetings a week at a Kingdom Hall. That leaves them with very little time left over to attend church with a non believer. However that's not the reason why they don't attend other churches.
Jehovah's Witnesses believe that all religions other than theirs are 'false'. The entire world including all it's churches are thought to be dominated by Satan the Devil.
'True Christians keep clear of false worship, rejecting false religious teachings. This means that we avoid exposure to religious programs on radio and television as well as religious literature that promotes lies about God and his Word. (Psalm 119:37) We also wisely refrain from sharing in social functions and recreational activities sponsored by any organization associated with false religion. Additionally, we do not support false worship in any way.' Watchtower Magazine, Mar 15, 2006, Article: 'Keep Clear of False Worship', Subtitle: 'Keep Clear - How?', par 11
'What of a congregation’s renting a building that belongs to a religious organization? Renting usually incurs regular contact, which is to be avoided. Even to rent such a building for just one event, the body of elders should consider the following: Will there be any idols and religious symbols inside or outside the building? How will people in the community view our use of the facility? Will anyone in the congregation be stumbled by our using this building?, Watchtower Magazine, Oct 15, 2002, 'Questions From Readers', 'Would it be a form of interfaith to purchase a building from another religious group and convert it into a Kingdom Hall?'
Jehovah's Witnesses sincerely believe they are the only religion with 'the truth'.
When referring to believers, Jehovah's Witnesses use the term 'in the truth'. When referring non believers, the code words are 'out of the truth'.
Faithful Jehovah's Witnesses prefer to associate with people who are 'in the truth' just like them. Because they are seperate from the world, they avoid 'worldly people' who are 'out of the truth'.
Even though Jehovah's Witnesses are separate from the world, does not mean they are anti social. Most Jehovah's Witnesses are likeable and many are very outgoing. In general they are good people who respect and love their neighbors. However they are not allowed to attend other churches.
To understand more about the relationships Jehovah's Witnesses can have with non believers and why, see this article called 'friends'
Read this article about a Jehovah's Witness who was disfellowshipped (excommunicated) and attended a Christian church for the first time. This individual was born and raised as a Jehovah's Witness and baptized into the faith at an early age. It can be very scary for a Jehovah's Witness to attend any church other than a Kingdom Hall.
A Jehovah's Witness who joins another church automatically disassociates themselves from the organization.