Jesus told how his followers would be persecuted. The JWs fail miserably at the "love among yourselves" identifier, so they're grasping at straws to look like Christians. That's why they go around pissing people off, trying to be "persecuted". Since precious few JWs in the world are actually being persecuted, they have to make it up. Every "No thank you, I have my own religion" or attempt to tax their vast holdings are touted as persecution.
Sure, there are a few third-world countries where individual JWs are attacked for being different. In areas where roving truckloads of AK47-toting thugs are using machetes to chop off the arms of pre-pubescent boys in neighboring villages so they won't be a problem later, it's kind of hard to compete for pity.
Ironically, Jesus spoke more of persecution from within. The very people who were looking forward to Messiah are the ones who rejected him and his followers. The supposed believers - the ones you should least expect to oppose - have been the problem throughout the Bible and Christian history. In typical JW fashion, all scriptural warnings of apostasy from God and Christ, "leaven of the Pharisees", adherence to man-made lies, etc. are directed outward. They look everywhere for straws, while ignoring their own rafters.