I remember when we met in the morning for field service, the conductor would frequently remind people that they were not to say something like "Hello, we're Jehover's Witnesses...." at the door. Instead we were to say something like: "Hello, we are Christians...".
The bottom line is this: They want to avoid legal liability. I say this because I recall reading a newspaper article about a JW who sued the WTS and the local congregation after we has injured while out in field service. The WTS won the case after arguing that field service is not mandatory and that every JW does it on his own.