I don't think that asking someone to change their religion is unethical, at least if asking them to stop being religious. In most cases, religion is not all that different from politics, with religion being central to various modern and historical states. At best, religion to someone is just a set of unsubstantiated beliefs. In less good cases, they'll proselytize and be pushy about it and make bad personal decisions and use their religion to justify it. At worst, they use it as a political tool, using it as a justification to be discriminatory and exclusionary. Many wars and other atrocities in history have been for religion or catalyzed by it. Encouraging people to step away from delusion that has a historical tendency to cause mass violence shouldn't be wrong to do. It's protected legally in much of the west because it's useful as a political tool. It's easier to use religious rhetoric as a way to push other political goals than it is to fight against and let others embrace it the same.