My mother was a baptised Jehovah's Witness. She was also a fervant conspiracy theorist. She listened to Art Bell, a late night talk radio show host where contrails were just the beginning. Wait until you hear about the Black Helicopters, Men in Black, Sun Spots, Aliens, etc. Anyway, she started to tell her other lady friends in the Congregation but got the feeling that she should "shut up" about it as it wasn't a JW teachings after elders approached her....
Yes, there is a connection between JWs and conspiracy theory people. Both are gullible and will eagerly believe in irrational explanations of the unexplainable. Just, that the Watchtower wants a monopoly on the person's mind so they don't advocate other people's conspiracies.
Prince & my mother would have had a grand time talking with each other. But, my mother, much poorer, would have to debate with Prince behind closed doors.