Although I'm not a JW, I do respect their resolve to reach out to their communities. I'm not fond of their particular tactics, but I admire their perseverance as I find it hard to be outspoken about being a Christian.
As some have mentioned, they feel they have been called to do such. I also think it is important to point out that part of the calling is to spread the joy they experience in their faith.
I know it isn't a great analogy, but imagine you stumbled upon a warehouse full of an arbitrary sports cars that are essentially brand new, but cannot be sold for another arbitrary reason; however, by simply taking delivery, you can have one free and clear (obviously, there are tax and registration implications, but that is beyond this analogy). The only catch is you can only have one, but there are an untold number available. Would you just drive around in your recent find content in the joy it brings you or would you want to share some of that joy with others by telling them what is available to them? Again, not the greatest analogy, but you get the idea.