Not an expert in trademarks, but I have some experience with domains.
Having a trademark can help protect a domain if it isn't registered, or if they forget to renew it. Looking up jw.org on a "who is" search shows it is registered through March 6th, 2013. Kinda weird it isn't registered for as far out as possible, I mean domains are only $10 a year or so.
But if there is ever a dispute over a domain name in court, having a trademark can help win the case. Still I don't get why they have to put the "TM" on the back of their magazine, looks dumb.
I also checked the US database found here: www.uspto.gov/trademarks/index.jsp
I don't see anything under jw.org registered in that office.