I sat not in the assembly of the mockers, nor rejoiced; I sat alone because of thy hand: for thou hast filled me with indignation. (Jeremiah 15:17, emphasis mine)
Jeremiah doesn't join together with those who mock God and His righteousness. He sits separated from those who may pay lip service but do not worship in their heart and spirit. He sees God's hand in his separation, he is frustrated - disgusted even - by the sin of those around him. God has caused him to be incapable of being complacent about sin. He cares, and he cares deeply. He understands that these people who were called by God, who claim to serve Him, are marring the Lord's name. Their behavior, their attitudes dishonor the name of the One who has called them. Surely the pagans that surround them must look at these people and say, "Look at them. They claim to serve the God of gods, yet they do not seem to be any different than us. If their God is greater, why do they do things that our unlawful people would do?"
Therefore thus saith the LORD, If thou return, then will I bring thee again, and thou shalt stand before me: and if thou take forth the precious from the vile, thou shalt be as my mouth: let them return unto thee; but return not thou unto them. (Jeremiah 15:19, emphasis mine)
God calls us to maintain our separation from the world, do not return to it, do not return to our previous lives but to remain steadfast in our following Him. Our differences shall be a light to the world, should not the unbeliever be able to see we are different? We're called to be holy as our Father is holy (Leviticus 11:44, Matthew 5:48), and to let our light shine before all men so that they might glorify the God that works through us (Matthew 5:16). And on top of that we have a duty to each other, to our brethren in Christ to point out their sin (I'm not saying beat them in the head with their Bibles, but sin must be addressed). We cannot turn a blind eye to something that can send our brothers and sisters tumbling down the road to destruction and in the process mar their witness for Christ and lead others into temptation as well (1 Corinthians 5).
Hundreds of years before it was written Jeremiah's pleas to the Israelites to turn back from their wickedness seems to foreshadow James:
Brethren, if any of you do err from the truth, and one convert him; Let him know, that he which converteth the sinner from the error of his way shall save a soul from death, and shall hide a multitude of sins. (James 5:19-20)