Thanksgiving and family

My boyfriend and I have been through quite a bit when it comes to family.his family is very accepting of me and treats me like I'm already a permanent part of their family while my family on the other hand does not approve of the choices we have made because of their religious standpoint. So over time my boyfriend has realized that he doesn't want to spend time around my family. This is our first thanksgiving together and both of our families are throwing thanksgiving parties. I don't know Hoe to approach going to my families party as well as his. Anytime my family asks us over for diner he finds a reason not to go but he doesn't realize that while we have our differences my family is still important. Help!!