First of all, this is really funny!
BUT, let's be honest, it could be a coincidence based on a solid reason: SNL's church lady is a caricature based on the fact that many women in churches resemble her. No style, single, short hair, bad-looking glasses. In fact, when I saw the picture before catching the SNL reference, I thought she looked the most natural and "belonging" there, contrary to the ones with their arms straight down. But then again, I guess that's what happens when you take away the songbooks? Still, I'd imagine I'd be tapping the beat with my hands, strumming with my fingers, doing something? Anyways.
Still very funny because, in the end, JWs try to be so different from other religions and end up being so similar to them that they fall within the stereotype of the church lady!