I think it comes from constantly being told to dislike or hate "the world" everything and just about everyone in it. Keep your kids away from non JW kids or "bad influence". Don't look for higher education or "bad decision, waste of time". Higher paying job? Bad, money loving materialistic "weak" one!
It's all bad and below "our" standards. So sure, most are gonna think they're better than "worldly" people because those people are said over and over again to be "below standards".
Internally, I think it comes from the same thing. 'We were picked to be elders because we're above average and the others are only average.' They're told they are "more qualified" than the others among us. It's an "I'm not the one being decided on, I'm the one doing the deciding" thought process. Plus that whole, I know stuff you'll never get to know attitude that adds a level of arrogance.