The "third eye" concept goes back thousands of years into what JWs would indignantly refer to as paganism. I understand that it is also featured in some forms of modern Hinduism. Christian fundamentalists, of which JWs are simply one slender branch, run shrieking from this kind of satanic influence.
As for Prince's fascination with Christian radio, have you heard him speak about religion? He could never be mistaken for a sharp thinker when it comes to religiosity. He's kind of "up there" in the clouds of waffling sentiments.
Come to think of it, have you ever known a "famous" Witness who has spoken well about their faith?
If I were still a Witness, I'd find his public escapades embarrassing. You will not be reading about this man's antics in the organization's literature.