Hatha Yoga, probably the most watered-down version of yoga, has been exported to the west and sold as merely an exercise to strengthen and tone, stretch and relax your body. In all actuallity, Hatha Yoga was invented to prepare a person for higher forms of meditation and yoga, to develop a persons body (inside and out) for more advanced meditation that would lead to higher states of conciousness and eventually enlightenment.
In the West, we see everything in such simple terms. It's for stretching. It's for relaxing. These are just mere by-products of something much deeper. Yoga is a science to finding God. So in a sense, the Watchtower is right in not allowing people to do Yoga. They would find God eventually, and God would not be the Watchtower Society of New York. It would be the eternal "I", or eternal conciousness Indian sages/mystics have preached about for millenia, going all the way back to the time of the Vedas.
--Rich