The JWs have been conditioned to think that way. Just a short time ago, being a Jehovah's Witness was officially changed. Now it's defined as being a member of a worldwide organization who believes that the Jehovah's Witnesses Governing Body is a group chosen and commissioned by God to feed his sheep and to interpret the scriptures.
In ancient times, being a Christian was defined as being someone who believed in Jesus Christ and who was committed to living his commandments, being baptized in his name, receiving the gift of the Holy Spirit by the laying on of hands, who received the sacramental emblems representing his flesh and blood and accepting his ancient and living servants and their scriptures. Now we're to believe that being a Jehovah's Christian Witness is simply someone who believes the GB is God's chosen slave, even though there's only one scripture they use to support it, and it's a metaphor! No witnesses of their calling, even though the scriptures require one or two witnesses that every word may be established. No prophecies, no revelation, no new scripture, no visions, no angels, no voice of God. How then can they know of their calling?
What this means is that everything in the church is pointed inwardly to the middle of a circle. But instead of Christ being at the center, it's the GB. Sadly, everything out of the circle is out of God's mind. Those who are not JWs are thought to bring everything upon their own heads. If God kills them, they deserve it. If they suffer, it's because of their own sins. The JWs envision themselves as being part of an exclusive club, for only they have "the Truth." It's the same thing that happened with the Jewish leaders and sects. Because they were part of Israel, they disrespected the Romans and killed their own Messiah. They believed that if they rebelled against Rome, the Messiah would appear and rescue them, as it states in scripture. Instead, the Romans nailed them to crosses all over the land. God had abandoned them, at least for the moment.
The problem with the Truth is that the vast majority of people who think they have it, don't. The bottom line is that those who do know that God loves all people, yet he still lets bad things happen to them occasionally so as to retain free agency and test those passing through mortality. You can pray for protection, but you can't always depend on it as only the Lord's will is done. If he could have saved his Son, he would have. Yet he allowed him to suffer most of all as a sacrifice for sin.