Here's a verse I didn't even know existed while growing up as a JW, and one which completely spits in the face of the JW rules about not celebrating anything. Ironically, it comes from one of the most Pharasitical of all bible writers, the Apostle Paul.
Colossians 2:16, NIV:
"Therefore do not let anyone judge you by what you eat or drink, or with
regard to a religious festival, a New Moon celebration or a Sabbath
day."
Well now, that seems pretty damn clear to me. Yet JW leadership does exactly that; forbids any type of celebrations, religious festivals, New Moon celebrations, and then demonizes anyone else who dares to do so.
Many correct reasons have already been listed in this thread, so I'll only add this one:
All CULTS do this. Micro-manage, as well as divide and conquer using rules like this. JW's are absolutely a highly-controlling cult, and since learning of cult control techniques I am not surprised by this at all now. Once you accept that this is a cult, their bullshit rules against everything become evident as the petty bullshit that they are, and no longer apply to you. Shed that shit and move on. Fuck this cult.