The John Denver urban legend we used to get was that he asked Witnesses to leave because his trick of his guitar playing itself wouldnt workith Witnesses in the audience, demons would play it see!
I heard EXACTLY the same story of Chris de Burgh.
But it seems that it was about John Denver originally, and as he wasn't really known in Germany, German JWs replaced him with Chris de Burgh.
Anyway, the real story was likely that he said something like "Now I will play a nationalistic song; if Jehovah's Witnesses are here it would be a good time for them to go to the restroom or get something to drink". See http://www.snopes.com/music/artists/ordered.asp