JWs like to get "reactions" then, they can judge you based on the reaction. They like to think just their very presence causes admiration and guilt from onlookers. Admiration at their being so good and guilt at not being as good as them. Because of course everyone is watching them - very narcissistic!
I find indifference to their beliefs and their culty social games really gets to them. They really have no idea what to do with indifference. As I said they need a reaction any reaction so they can interpret it and label you as either "guilty" or "bitter" or "pathetic loser" or "weak and ashamed" etc etc. If they are met with smiling indifference to their religious beliefs combined with calm assertiveness ie giving them nothing they can "read" it's like they become genuinely intrigued with why you are immune to their guilt-inducing superpowers. Maybe even intrigued long enough for a little seed of curiosity to sprout in their mind.
Other than that a well timed "innocent" question can hang around in their heads for while too.