They may do these things but they are admonished to not do these things. They try to make you feel guilty for being normal.
listen to 'worldly' music and radio
Worldly music is debasing. Beware debasing music. Kingdom melodies are uplifting. Listen to them to feel closer to Jehovah(I guess he prefers bad music)
watch 'worldly' movies, television
Well, R-rated movies are out. Television should be limited. Nothing "adult" oriented should be watched. "Be babes as to badness".
go to 'woldly' night clubs and bars
That's a definite no-no. I remember all the articles about discos or music clubs and how bad they are. Bars are full of worldly people. We shouldn't seek our entertainment with them.
work at 'worldly' jobs that support the 'worldly' structure
Even here they try to get you. Do not go to college. Without college, you can't get the higher paying jobs(avg person that is). They encourage people to work part-time and be full-time ministers.
wear 'worldly' clothes: blue jeans, tshirts, suits which originated from the military
They are constantly harping on not keeping up with the latest fad. Jeans and t-shirts(without slogans or logos) maybe ok for working in, but true christians try to represent God's organization in a clean manner at all times, by not copying the styles of the world.
watch 'worldly' sports either on tv or live, cheering for one team or another
Witnesses have been counsled on watching violent sports(boxing, football, hockey and even auto racing). Taking time to go to a sporting event would be better spent in the service. Witnesses would NEVER miss a meeting to go to a worldly sporting event. Even participating in pick-up games get the treatment. Bodily training is beneficial for a little...
go to 'worldly' music concerts
They have warned about these too. Rock concerts are a definite spiritual danger. Even classical music has been warned against, depending on the situation. Is it Christmas season? Then the ballet is out because it will be the Nutcracker and that is a regular Christmas presentation.
While these may not be DFing types of things, they are definitely looked down on and discouraged by the WTS. Witnesses that consistently keep doing these things are considered to be weak and are sometimes black-listed by others who consider themselves holier somehow.