The book, Judging Jehovah's Witnesses: Religious Persecution and the Dawn of the Rights Revolution sheds a little light on how the current anti-gun stance was born.
Up until the time of mob violence against Jehovah's Witnesses (1939 - 1945) self defense had been perfectly acceptable and this was explicitly stated in Rutherford's 1937 book Enemies.
When mobs appeared, Jehovah's Witnesses took to the roofs of Kingdom Halls with hunting rifles. Sometimes small town police were part and parcel of this violence.
In the long run, this did the organization more harm than good. Martyrs (i.e. People who are beaten senseless, forced to drink castor oil, tarred and feathered, castrated, etc.) arouse sympathy for a religious cause. People who shoot at police do not.
So the current anti-gun stance is entirely about the welfare of the organization. You as an individual don't even enter into the equation.