Whoever serves me must  follow me; and where I am, my servant also will be.  My Father will honor the one who serves me.

This is very clear.  If we serve the Lord, we must follow in His ways.  Those who do not know the Lord, or do not follow Him, will not understand the things we do or the choices we make.  Following Christ, serving Him,  means being in the world, and it also means being separate from the ways of the world.