They told you that they have studied other religions before becoming JW's and that they study other religions as JW's. I would press them on this point. Ask each one individually - which churches they attended, how long did they attend each one, why did they not believe the religions teachings, If they do tell you any, and then try and tell you the "bad points", you can say, "I was talking to an ex-jw and they said some bad things about your religion." They will probably say something like people that leave have an ax to grind and can't be trusted. (If they don't just attack the unknown person personaly). Well then you can ask them if the other religion can say that they have an ax to grind since they left.
Another totally honest point is, IF they mention apostates and they left another religion you can point out they are by deffinition apostates.
If they tell you they can not name one then ask why they lied to you. Now it gets fun, when they say they study other religions in their meetings simply ask is there one religion besides JW's that you could be a member of and have Gods aproval? Why not? Then ask if any other religion would say that being a member of JW's would have Gods approval? When they start crying about being hated blah, blah, blah... you can nicely mention that most other religions don't even know who JWs are let alone hate them, after all "you don't know that much about them, as far as they know. And if they were as well knon and feared by all other religions then why would they knock on doors to find people to accept their message if they are already hated.
Sorry this is so long but this would be a good way to see how honest they have been with you and will be with you. If they stick around, then insist on that history lesson, it just may help them.