I'm a non and never have been a jw observer. 😄 No need to tell them any more than you need to but THEY WILL ASK. My recommendation is to say that you are looking for a new "church"* and decided to be open and consider ALL denominations. That's it. End of story.
i don't know how often you've attended church if at all. In mainstream churches, depending on congregation size, visitors are so commonplace there's no more greeting towards them than the regular adherents. In my experience in KHs, there are NO VISITORS. It's the oddest thing to me. All that walking around passing out literature and nobody is motivated to see what the fuss is about. SO, you will be such an anomaly that people WILL notice your existence.
When you go, prepare to be insulted and know that you will have to forgive them... Several times.
*Stay in your own terminology.