Pedal Power- Good question and one that I also had to sort out. First I am 100% sure God doesn't view JW's as the only worthy people on earth. I also thought for a while that "Moses, King David, all the rulers in the Bible" have sinned big time, so maybe the JW's are right just imperfect.
I have many many "demon" stories from my JW life. Like you since leaving NOT ONE. I even have a cross in my house.
I'm not sure exactly why, but I think it is because I no longer fear them. I'm not sure what spirt beings are out there, but they don't scare me.
I thought about demons all the time as a JW. Any time I'd start acting strange or feeling strange I would go around the house and "clean it out". If it was winter, stuff got burned, summer went to the dump.
It's funny after I divorced a different young JW couple moved into the house I was in. In less they a year the wife left the husband. When I ran into the husband he said he thought there was "something" in the house. At the time I agreed! Have a problem? Blame the demons not that you drink too much and didn't treat your wife well.
Anyway... the fact that you don't get persecuted by the demons doesn't mean they are right, it's just you are in a better place in life! There are angels too!
FS