For one, the various branches of Freemasons and other Masonic orders have been using Jehovah, Yahweh, etc. for a long time. Russell was said to have had some form of ties to Freemasonry, although exactly what those ties were is up for debate.
Before I found that Russell may have had Masonic ties, I had done a considerable amount of research into Masonry, and the ties came as somewhat of a shock.
Other Esoteric (occult) organizations have been using YHVH in rituals, etc. for some time, prior to the Witnesses et al.
So perhaps they will be interested to know that they are not the only ones using the name of Jehovah, and not the first, but perhaps may be the only one that is not considered to originate from occult studies and practices? Or are they?