Christians are those who have been given a new identity in Christ. This new identity comes with a new outlook and a radically different set of priorities and puts the Christian in complete opposition to to the unbelieving world. The believer's new identity is grounded in a renewed relationship with God, a relationship characterized by love and obedience—the way man was meant to relate to God. At a very fundamental level, unbelievers are aware (albeit unconsciously) of the gaping hole left by the absence of fellowship with their Creator. In fallen man's rebellion, he refuses to find his identity in joyful submission to the lordship of Christ and searches for it in lesser things—things like careers or money.
Unbelievers, then, simply cannot understand why the Christian does what he does and lives the way he lives. This does not mean that the unbeliever does not know (at some level) that something is missing—that something is terribly wrong. Though he won't admit it (not even to himself), the unbeliever knows that he is building his life on a faulty foundation, and this makes him feel deeply insecure. Consequently, when he sees a believer—someone who has built his life on Christ the solid rock, someone with a radically different, God-honoring set of priorities—he is reminded of his sorry state. He feels terribly guilty, and, often, he will take it out on the believer. The unbeliever wants the believer to conform to the world rather than Christ. Why? Because it makes him feel better about his own worldliness.
Friends, they don't understand us, and, apart from the grace of God, they never will. When they try to pressure us to live and think like them, we shouldn't be surprised. And we shouldn't become angry or bitter. We should pity them, and we should pray for them.