Why is it such a crisis for Shylock that Jessica converted and married a christian?

Answer 1

For the same reason it was a crisis when Tevye's daughter Hava did the same thing in Fiddler on the Roof. For many intensely religious people it would be shocking and painful for their children to take an extremely different tack (Imagine the daughter of Jerry Falwell or some similar evangelist coming home and saying "I've converted to Wicca")

There are special reasons why this might be painful to a Jewish man. Jews, unlike Christians or Muslims, do not view their religion as one which people can just adopt by choosing it. It is in fact very difficult to convert to Judaism because Jews look upon themselves not as a group with similar opinions but as a tribe. And the membership in the tribe passes through the female line; a man is a Jew not because he has a Jewish father but because he has a Jewish mother. For a Jewish girl to become an apostate not only takes her, but also all of her potential children out of the tribe.