You're right, from a strictly Biblical perspective, marriage to non-Christians should be off the table. Personally, I've even witnessed relationships between denominations deteriorate due to theological differences, but in an inter-religion marriage there can be some serious issues -- either faith is watered down, or it is a source of contention.
We are also cautioned not to give that which is holy to those who are not baptized:
Give not that which is holy to dogs; neither cast ye your pearls before swine, lest perhaps they trample them under their feet, and turning upon you, they tear you. (Mat. 7:6)
The ancient Church (the Catholics only ended this recently and my understanding is that the Orthodox continue to do this to today) took this to mean that the outsider was welcome through the preaching and recitation and exposition on the religious texts, but that the holy meal was reserved to the initiated (read up on mystagogy for good stuff on this)
Some can be read into the admonitions related to what later became excommunication. Here is a pertinent text about those who have fallen into habitual (in this case sexual) immorality:
To deliver such a one to Satan for the destruction of the flesh, that the spirit may be saved in the day of our Lord Jesus Christ.(1 Cor. 5:13)
And, according to the Johannine texts these should not be considered part of the congregation:
Whosoever revolteth and continueth not in the doctrine of Christ hath not God. (2 John 9)
That said the story of the Good Samaritan would suggest that love crosses all bounds (and if you want a fascinating history, read about Israel, Judah, and the origin of the Samaritans). Further, the Old Testament is full of admonitions to defend the foreigners:
If a stranger dwell in your land, and abide among you, do not upbraid hin: But let him be among you as one of the same country. And you shall love him as yourselves: for you were strangers in the land of Egypt. I am the Lord your God. (Lev. 19:33-34)
It seems, all considered, that the admonition to love (cf. Mt. 7:12, Lk. 6:31) is universal and should be universally applied, but the alien is still an alien. It is fine to fellowship with those in the world, but spiritual communion should be reserved to those who are among the flock.