An elder ex friend of mine (ex because friendship is conditional in the WTS world ) used the same argument. I told him there are many other religions who do the same, and told him that it should also matter what message they bring, just going door to door is not enough.
Don't expect to convince a JW of anything, they have too much invested to actually admit they're wrong. The best you can get is to get them thinking. If not right then, maybe you just plant a seed that later will resurface.