steve2,
I agree with what you write on this issue.
Probably the best study available on the subject is found in a 1983 article in the Journal for the Scientific Study of Religion (MacDonald and Luckett, Religious Affiliation and Psychiatric Diagnoses, Journal for the Scientific Study of Religion, 1983, Vol. 22, No. 1, pp. 15-37).
Findings of that article do not suggest there is more psychoses among Jehovah’s Witnesses compared with other religious affiliations. The study did include a category of "no religious preference" but compared with the various religious categories this group had it's own issues with the paramount one being alcoholism.
I have a short article addressing this study if readers are interested. See: Jehovah’s Witnesses and psychiatric diagnoses?