It was worth Moshe’s self-sacrifice, even though Yisro was known to be a very influential person. The Medrish says that Yisro was one of Pharaoh’s advisors with Iyov and Bilaam. He ran away to Midian after Pharaoh proposed to enslave the Jews. Bilaam agreed and was punished with death by the sword many years later at the hands of Pinchas. Iyov, who stayed silent, was stricken with much suffering in his lifetime and Yisro was rewarded with Moshe as a son-in-law for making a statement by running away. Once he was in Midian he became a priest for an idolatrous temple. He was no doubt a great orator and attractive to his people, or else he would not have been able to become advisor to Pharaoh or a priest in Midian. When he did see the “light” and decided to convert to the Torah way of life, Moshe had no doubt about Yisro’s deep belief and strong connection to Hashem and to following His Torah. The conviction and passion were fully there. But for some reason, even though Yisro might have had the ability to be the greatest kiruv expert around (because of popularity and charisma and his passion for Hashem and His Torah), still in all, Moshe did not think it was a wise decision to go back to his homeland because the impact on his brethren would not have made as deep of an impression as if they would come to him. Yisro didn’t think so; he thought he could use his talents to inspire them to embrace the true faith, without any lacking. And after all of Moshe’s persuasion, Yisro decided to leave anyways.
This is clear proof that we do not proselytize. The Ralbag says a complete person should do everything within his means to bring every single person on the straight path; yet Moshe did not force Yisro to stay. He left Yisro with a choice; he did present a very attractive, one-sided argument, but he still left Yisro with a choice, and Yisro decided he could influence his people on his own.
It would seem from here that the reason why we are not into proselytizing and do not have an attitude of “convert or die,” is because in order for a person to have true faith in Hashem and want to follow his Torah and mitzvos, he has to come to that decision on his own. Granted, we can set up situations for them to want to choose this path of life, but they must ultimately make their own, guiltless, decision. We as Jews already made that authentic decision at Mount Sinai; it is now everyone else’s turn to follow suit if they truly want.