http://watchtowerdocuments.org/charles-taze-russell-was-not-a-pennsylvania-freemason/
It's known that Russell spoke against the masons but he stopped towards the end of he career.
The only reason I say that he supported them is by my own conversations with Freemasons. They won't let you use their lodge unless you show some kind of support or know someone who can help you get approval to use the lodge. But again, like I said, that's how it is where I am from. The Freemasons I know won't give you the time of day unless you show interest and positive support towards them in general.
Anyway, why is it a bad thing if he was a Freemason? They help the less fortunate in their communities and are 100% loyal to their members. The only bad thing I can think of is that it's hard to get out. But they make sure you understand that before you join and it's hard to become a member.