I don't believe they've ever claimed that directly. Indirectly, however...
*** w88 8/15 p. 14 pars. 19-20 Build Trust in Jehovah—By Diligently Studying His Word ***
Study is hard work. We can therefore be grateful that Jehovah’s organization grants us much assistance. In recent years some have claimed that individuals should be allowed to interpret the Bible themselves. The Ethiopian eunuch, however, openly acknowledged his need for spiritual guidance. As a circumcised proselyte, he no doubt already had a considerable knowledge of the Bible. The very fact that he would attempt to study something as deep as the prophecy of Isaiah 53 indicates this. Yet, when asked if he understood what he was reading, he admitted: “Really, how could I ever do so, unless someone guided me?”—Acts 8:26-33.
20 Jehovah’s people today similarly need spiritual guidance. Desiring to “speak in agreement” when it comes to spiritual matters, they welcome the help offered by Jehovah’s organization—and what a grand help that is! (1 Corinthians 1:10) We have a constant flow of information through the Watchtower and Awake! magazines. We have numerous books and brochures covering a wide range of Bible topics. English-speaking readers are particularly blessed to have the Watch Tower Publications Index 1930-1985, a tool that can help a person ‘keep seeking for wisdom as for silver and as for hid treasure.’—Proverbs 2:2-4.
*** w67 10/1 p. 587 par. 9 Finding Freedom with Jehovah’s Visible Organization ***
As the canon of books of God’s Word was expanded and the Christian Greek Scriptures were added to complete the Bible, each book was written directly to the Christian congregation or to a member of the Christian congregation in its behalf. Thus the Bible is an organizational book and belongs to the Christian congregation as an organization, not to individuals, regardless of how sincerely they may believe that they can interpret the Bible. For this reason the Bible cannot be properly understood without Jehovah’s visible organization in mind.