Since the days of Charles T. Russell and especially with Rutherford, the Watch Tower Society promotes ways to go to extreme lengths to be different. The reason giving usually has to do with Jesus' saying that he was no part of "the world" and neither are his people. The reality is that it is nothing more than a marketting tool.
Humans are naturally curious. When someone is acting different people want to know why. So, when someone asks one of Jehovah's Witnesses why they refuse to participate in [insert normal, accepted activity here] the Witness is given a pass to repeat their doctrine in hopes to convert you.
This brings up another related point. Why is it that the difference is always negative? That is to say, the difference in Witnesses is a refusal to do something. It's never a matter of something that they do.
Witnesses may respond: "That's not true. We are the only one's involved in a worldwide preaching work."
My response is, "Wrong!"
I get more Baptists knocking on my door wanting to talk about the Bible than I do Jehovah's Witnesses.