As an active JW, and liking to think of myself as kind of "Intelligent", I'm not surpised at all.
I could make the same case for almost any group ("How can he be so intelligent and be a Republican!"; "How can an Intelligent person believe in UFO's", etc.)
What DOES SURPRISE ME is Intelligent, smart and well informed JWs that are Zealots, that live for nothing else but for the org. Every smart JW I know, when I get to know them well, you see there's some sort of deprecating attitude towards aspects of the org. The more intimate you become, the more you see, that deep down they are not buying the whole thing. Being a JW becomes secondary.
Human nature is complicated, and we stay altough we know that there's something terribly wrong. These JWs end up being no different from those who are in many churches and confessions just out of habit, but it has little effect on our everyday life.
This may sound (and be) very cynical, but it's the truth.