I think that when someone shuns a close family member it hurts the person doing the shunning just as much as it does the family member that they are shunning.
I know I did. I have many cousins who are df'd and I always felt bad about not speaking with them.

Back in the good ol' days, I even counseled my wife about her speaking to her df'd mother! I opened up scriptures and what the Watchtower said and basically made her feel that she doesn't love God if she does this.

Jackass!

Now we all know better. However, your parents don't. They don't want to get in trouble with Jehovah. They want to live in paradise, so they feel they must stick to these rules. After all, it is the wish of the most powerful being in the universe.

I know it is easy to want to lash out, but just keep showing them the love that they deserve. I wish I could say that, at some point, they will come around. However, that is rarely the case.