Hey bright.ton, I don't think it's a shame, in fact, like Darki I'm not interested in debating one sided religious doctrine with those who make no room for other spiritual philosophies. It's not a conversation with these people, because their beliefs are so inflexible, reason, logic and tolerance are lost to dogma.
e.g. One such cult believes they'll have flames coming out of their heads, and the other imagine that we're descended from Aliens? Seriously? I can hardly keep a straight face let alone debate their ridiculous beliefs with any seriousness.
I'm never rude to them either, but being a natural stirrer I like to ask them for their address so I can drop by & impose my world views on them whenever I decide it's necessary. It's a mutual respect thing I reckon.
Most Mainstream religions don't engage in it and neither do most eastern religions e.g. Buddhists don't go door knocking for recruitment.
