A couple of years ago I was doing some survey work on a public street. I was dressed in nice office clothes and was just verifying some boundary markers for a City Project and my company vehicle was parked next to me.
I saw a carload of JW's working their way down the street. Finally two nicely dressed middle aged women walked right past me and I could see the memorial invitations in their hands.The ladies had sort of reddish tinted hair and were wearing the obligatory loose colorful scarves draped around their neck like you see in all the JW videos.
I smiled and said Hi to them and looked closely at what they had in their hands. They smiled and said hello back.
After they passed, I said with a smile "So...don't I get an invitation??"
They turned around and were all smiles and started walking back toward me.
I said, "You're Jehovah's Witnesses right??
They both said in unison "Yes we are" and they seemed pleased that I'd have recognized who they were.
I said, "I used to be a Jehovah's Witness and when I was out handing out memorial invites, I used to think it was really important to give them to everyone I saw especially if they said hello. I was surprised you passed right by me."
They looked down at their shoes and as usual I felt bad for them and sort of annoyed at myself for being kind of mean, so I just made some feeble joke that let them off the hook and soon everything was right again.
Long story short, they wanted to know why I wasn't a JW anymore. I told them how I was a former Bethelite and of the circumstances (family death over the blood issue etc) that led to our entire family leaving the JW's.
They seemed genuinely troubled by what they heard but as usual, they suddenly had to go.
I've had several encounters like this with JW's , in public and at my own door but I've found that they are so blown away by my situation, that either they simply can't deal with the thought that anything like that could happen in their perfect organization or they know of similar things happening but must force themselves not to think about it too much.
Lately on the rare occasion that they've come to my door, I've done the H.B.H. (home, but hiding) routine like you did because it's too sad and frustrating to see them trying to reconcile their fantasy with the real world when they are confronted with it. But you're right, I does make you feel a bit odd for some reason.