Kudos for standing up to them. Next time you do, you might want to add:
1. that their precious God doesn't condone talking shit about people or casting judgment on them, and that includes "worldly" folks celebrating 4th of July
2. that we are to love our neighbors as ourselves because Jesus said that is the second most important commandment after loving God
3. that "worldly" people don't know any better because their interpretation of the Bible doesn't tell them do this/don't do this
4. that if you're not to have anything to do with "worldly" people, then you shouldn't even be watching TV, which is produced by, stars, and depicts characters that are, by the vast majority, non-JW/worldly. Nor should they seek out the help of worldly police, doctors, lawyers, gardeners, builders, etc.
Take your pick.