There is not much you can do but respect his beliefs and if you are a friend then support his actions.
Is he new to Tabligh or has he recently joined the movement? Is he going there alone or with others? TJ is never really targetted at non-Muslims as TJ’s stress that we need to improve Muslims before movig into non-Muslims - a view which people criticise it for.
BEWARE - he will probably try to convert you ito a TJ too. Once they start going they spare o victims. jkg!