There are two kingdoms: the Church and the world. The tension of being in Christ and also a citizen of the world is a tension God's people have always had to wrestle with. If you're going to win the war against the world, you're going to have to set some "unreasonable" boundaries. Saying "no" to the world means saying "yes" to the church. When God calls you out of the kingdom of darkens, He plants you into a kingdom of believers - His Church.