If the UN were disbanded, I would expect the WTS to provide "new light" indicating that this is a clear sign that the end is near. They will make statements to the effect that this is it-- THIS time, it's going to happen. But they will word the statements in such a way that they can deny them later. Two or three years later, when the world is still puttering along, they will find a new interpretation to make up for the fact that their favorite bogeyman is gone.
The infrastructure is in place for them to deal with any and every such disappointment. It's more a question of how our always-connected world will view them when it is no longer so easy to whitewash the past.