It would have been weird to thank Jehovah after she had just sing "Nasty Boys". LOL
Maybe because the WT and the JWs aren't part of her life? Why mentioning something irrelevant? She has also managed to shine as a star on her own without getting into any of her families controversies.
Also, she is a talented artist, which helps her career hold on its own. She has managed to become a name on her own.