This is so true. The only time you hear a JW pray for anyone other than their fellow members is when they are praying either for God to save them or for their destruction. (The latter more often)
Imagine if they were to pray for non-jws over all well being on a regular basis or only at disastrous times.
This would probably get their minds thinking: "Maybe God does approve of more people than just us. Maybe we do not have to attend all these meetings or go out on field service. If God will look after all these people who are not doing these things why should we?"
JW have to constantly think that God approves of them only and he will only save them. Prayers for non-JW would contradict that.