It depends what you mean by "should do". There are lots of things I think they should do, like stop shunning, report crimes, allow transfusions, promote education, promote civic involvement. But at the end of it they wouldn't be JWs any more I suppose. And no bad thing some might say.
But perhaps by "should do" you mean "what realistically can they do while maintaining their organisation?" At the moment probably not a lot, realistically. It would cause major problems if they suddenly accepted gay marriage right now.
They can shut up about it however. No one forced them to make a video on this topic.
Plus we can't assume the pressures will always be the same. If societal trends continue, time may come when 90% of the public support gay marriage, and increasing numbers of JWs support gay marriage too. What then? It may reach a point where it's more painful to stick to bigotry than it is to change. At that point, or knowing JWs a few years after that point has already been reached, then they will change policy.
The rationale for,doing so has been tried and tested by other religious groups. Simply endorse the idea of stable relationships of all sorts, categorise married gay couples as conforming to a conventional stable framework, and bless away. Say the Old Testament is out of date, Paul didn't refer to gay sex inside marriage, and hey presto. You got yourself a formula for gay JW couples.