The founder of their parent movement was an ardent Zionist, it is exactly why Jehovah's Witnesses were persecuted under Hitler. It's about the teaching of separate covenants, for Jews (prophesised to return to Israel and back to grace, which then did happen) and for gentiles (Christ's teachings for everyone else).
https://www.haaretz.com/jewish/.premium.MAGAZINE-before-herzl-there-was-pastor-russell-a-neglected-chapter-of-zionism-1.6409303