Hi SnailsPace2, welcome!
We're unable to make life decisions like who we should marry until we're old enough. 6 years old isn't old enough to decide who we're going to spend the rest of our life with and neither should it be old enough to commit to a religion. You're his guide.
Be honest. Your son sounds a very mature and kind child. I'd tell him you've read a lot of things in the bible about Jesus warning us to be careful of false prophets. That the people in charge of JW's have been teaching some wrong things about Jesus and the bible. Ask your son if he thinks it's more important to do what God & Jesus want us to do in the bible or what some church leaders want us to do.
Clearly this approach will raise questions about his grandparents and why they believe it. Maybe let him know that they have believed it for so long they can't change their minds over things and that you need to be respectful of what they believe.
The toughest part will be to set boundaries for the granparents. Give then an inch and they will take a mile. I'm sure your son will be fine.
mmxiv