My response to this is:
"What a coincidence, this is the way I feel about the Catholic church. Even though they're imperfect men they have the lineage to be God's organization."
Ususally it continues with
"But they teach many false teachings."
"Have the Jehovah's Witnesses ever changed their teachings because it's wrong?"
"Yes."
"So they could be teaching something wrong right now?"
"Yes."
"So Jehovah's Witnesses have many false teachings?"
"No, what we have now is the closest thing to truth."
"What a coincidence, what the Catholics have right now is the closest thing to truth."
"Don't you want those teachings to change."
"Sure, don't you want your false teachings to change?"
"Yes, but we can't go ahead of Jehovah."
"Exactly, we'll have to wait on the lord for those changes."
It frustrates the hell out of them.