If you had a good marriage for many years the odds are good that you can salvage this. Yes, it will be hard, and it's not ideal, but divorce will also be very hard on you, your girls and your wife.It won't solve your issues of how to bring up the girls, in fact you will have even less influence. Of course your wife will present her side of things, be prepared for that to make sure things stay on tract with the therapist. Your therapist is not going to jump in and criticize your wife's religion right off the bat, he/she will probably just seek to take in information at this point and built up trust, but it doesn't mean he/she will believe everything your wife says, so be patient.
Make sure you are calm and neutral, but don't let your wife get away with pretending that this is just a normal religion, because it is not. Most JWs present one side to people outside the group, but we know what they really believe and teach. Explain to the therapist that if your children become JWs it will result in them eventually shunning you. Show the therapist the Caleb and Sofia videos and the bible stories book. Talk about their baptism of young children, and the repercussions if they later chose to not be JWs, the shunning. Talk about their low retention rate and high suicide rate. Have quotes from the Watchtower showing how warped their teachings are. Have the evidence that they are a cult.
This is actually a good opportunity for you, your wife can see first hand how other people react to what Jehovah's Witnesses actually believe as compared to the whitewashed version they sell to the public.