Ironically, the name "Jehovah" is a misunderstanding. It comes from applying the vowels from "Adonai" (my lord) to "Yahweh" (the name of God).
The Hebrew alphabet initially didn't have vowels, so the name was written as YHWH. When vowels were introduced they decided to write the vowels for Adonai above YHWH, to remind readers not to say his name, as it was too holy. Eventually people forgot this logic and assumed it was the normal spelling of his name.
Even so, it's the most recognized way to pronounce the name in English. Yahweh is also acceptable, but isn't as widely used.
The funny thing about it is that we also don't know how Jesus' name would have been pronounced for the same reasons, but nobody ever has an issue using "Jesus", but people say "Jehovah" and it causes a stir. ¯\(º_o)/¯
Well Jehovah's witnesses think it's important to use the personal name of their god, so it's a bit amusing that they get the name wrong. It's like they fell at the first hurdle.
To be fair, the mistranslation predates them. I see they acknowledge the issue and think it doesn't matter.
I guess it's a bit of a coordination/communication issue with other JWs and with the world at large. The fact that they stick with this mistake doesn't mean that individual Witnesses, or the group as a whole, are stupid, or don't understand their own religion.
The Hebrew alphabet initially didn't have vowels, so the name was written as YHWH. When vowels were introduced they decided to write the vowels for Adonai above YHWH, to remind readers not to say his name, as it was too holy. Eventually people forgot this logic and assumed it was the normal spelling of his name.