I'm by no means supporting JWs, but they support neutrality in human governments on the belief that they are backing God over any human government. So in regards to general neutrality from everything, no they don't support it, but the belief that remaining neutral from governments is something they do for God doesn't require that.
Now, as to whether or not they truly maintain neutrality among "worldly governments" is another matter entirely. After all, I would say they are probably more fond of the USA or EU than they are of a country like Russia or North Korea. (Which I would say they have every right to be, but their religious beliefs don't allow for it.)