I had a job where I used to get hassled that way. Frankly, as much as I think it's a bad idea to be a JW and to go to those conventions, I'm on the side of the JW woman on this issue, at least in principle. At one job in particular, I always got hassled when I requested a day off for the convention, yet other guys who wanted a day off to go to the beach or run personal errands had no problem at all. Fortunately, I always (grudgingly) was allowed the day in the end, but I could probably still have made a case for religious discrimination. This woman has the right to believe what she wishes, no matter how wrong it is, and she should be given the same freedom to practice her beliefs that other employees have. If other employees are allowed days off for personal reasons (and I'm sure they are - what company today doesn't make at least some PTO days available?), then she should be too.
What actually crossed my mind when I read this story, though, was that she may have been a problem employee in other ways, and the company just used this issue as an excuse to get rid of her. Probably a bad management decision, if that's what it was, since they are likely to lose the inevitable lawsuit.