What would they make fun of? JW's are known for going door to door and that's about it. So you see the odd reference to that in all the satirical cartoons (Simpsons has had a few, Family Guy had a woman handing out pancakes door to door ["Jemimah's Witnesses"]) but it isn't enough to make a whole episode about, I don't think.
Scientology has its high-profile members, its wacky current beliefs ("Thalens" and what not), and its obvious scam-for-money-ness. JW's lack all of that good material. (It's a shame they don't still believe in the Pyramid stuff and hold the deed to Beth Sarim!)
Dave