I myself used to be one of those people. Growing up, my mom studied off and on but never did anything about it but as far as I knew in my mind we were “ jehovah’s Witnesses”, even though I still did all kinds of things that JWs aren’t supposed to do like saying the pledge or going to the school Christmas parties, etc. It wasn’t until much later that we all got serious and got baptized.
So I know exactly how Serena Williams is thinking. She is not concerned with being baptized or following the rules to the T. She is probably blissfully unaware of all of the WT’s problems, doctrinally, financially, socially, etc. All she knows is that’s how she was raised and so that’s what she identifies as in her mind, nevermind the technicalities of it all and the associated consequences.