I really don´t know. I was chrismated and had first communion in the Roman Church, and when I converted my own parents were more surprised and curious than sad. My father felt it a bit more than my mother, but he was the one who educated me on the 'think for yourself" attitude, so, somehow, I was still being truthful to him as well, so that sort of balanced things. With them, I simply stated the truth, in kind words, but the truth: the Orthodox Church requires this to join her.
I remember reading about an Orthodox mission somewhere (an island I suppose) where many converted from the local religion. All were baptized, but just some of those who were already together had an Orthodox cerimony. The bishop, for economy, recognized the married couples as having had their relationship blessed during baptism and communion and did not require the wedding cerimony itself. Their children, though, married in the Church.
A possible way to go is to say that now that they converted, they believe that what the Orthodox Church offers is more than a blessing, more than support, more than sanctioning. And in fact, it is. They can complete saying that they understand that the non-Orthodox don't believe there is something more, but that's the whole point why, after all, these are two different churches.
I particularly, believe that all marriages from all Good/Love/Truth seeking people, in all ideologies, in all religions can be blessed if they ask it of God. But truth is that a blessing is not the same as the mystic union of an Orthodox marriage. As always, there is more to the Church than our expectations and understandings.