knockin on the door problems

Hello,
I have an issue irl.
Jehovah's witnesses always come knocking on my door and I love to listen to them. I am by no means a JW, but I like to ask them questions about their faith and really try to understand where they are coming from. Anyways, normally they come when I'm alone, but lately they come when my dad is around (due to not having work in the winter, so he's at home more). I feel bad because I told this JW a question, but he didn't have the answer at first, but he came back another day to tell me but I had to go soon so I said to come back later the next day.
FAST FORWARD TO THE NEXT DAY
my dad was home and he hates when they come (he has some weird past about being a JW , so he likes wants nothing to do with them)
BUT I FEEL SO BAD BECAUSE THEYRE SO KIND AND WILLING TO ANSWER QUESTIONS. They're trying to "save me" or whatever and the fact that they're trying based on whatever their religion tells them is so sweet.

anyways, what should I do to not feel guilty? They are really sweet people and I want them to come back, but my dad is always around so I'm not sure what to do. I could go to their church meeting or I don't think they call it "church" idk.

but help please!