Even for Jehovah's Witnesses, this behavior is over the top. You are clearly dealing with imbalanced individuals and there's no use trying to use normal logic when trying to figure out their motives. Best to steer clear of them when possible and resist the temptation to engage with them over anything JW related.
Perhaps a text messages saying " I love you Brother and Sister, thanks for your concern but please don't contact me unless there is a family emergency or a family related issue I need to know about".