They're not persecuted. It's more like persecution by JW's.
Persecution of apostates, as people have said, and of people like me, though that's more bullying rather than persecution, but people like me who escaped baptism by the skin of my teeth when i realised, right at the very last minute, that I'd been brainwashed.
Also, persecution of themselves, of their children and young people, who are denied ordinary lives and the chance to enjoy ordinary activities, make ordinary friends and fall in love with people from other backgrounds.
I have to say, if I were given carte blanche, I'd definitely and cheerfully persecute the Watchtower, but maybe I'm just not nice!