All getting baptized does, is get you wet.
Now being sworn into any totalitarian group, be it religious, cult government etc, can offer some sort of prevention by demanding obedience under penalty of something.
For the witnesses this membership give protection for what exactly? Morals?
Obey or else. I personally would rather be surrounded by "disobedient" people, who will do things because they are good people, not "obedient". my friend was told by a CO's wife, "The desert god doesn't want good people, he wants obedient people". think about the implications of that. Obedience for fear of punishment or granting of reward (as the witnesses are) is so shallow! What happens often when one of these "obedient" ones abandons the rules? Well then yes, they harm themselves, because they are just "obedient".
I think baptism as a protection is nonsense, does it technically maybe prevent some things, yea I guess just like demanding certain secular laws under penalty of punishment does. But it DOES NOT make you a good person. It may actually do more harm than good, because it makes you reliant on rules for your morals and behavior, take it away and what do you have? confusion.