Just tell her you lost interest and you don't want to get involved with her religion any more. Ask her firmly to stop talking with you on religious topics.

If she forgets about it, remind her you don't want to talk on it and you are not interested.

You are trying to be gentle with her while Jehovah's Witnesses are not gentle at all. They have no problems shunning you or even intimidating you if they wouldn't want you to stop talking with them.

Let me tell you straight, they are assholes, they are fake, they have no decency and manners. They have no problems hurting you whenever they want, for example, in order to manipulate you. Don't waste too much of your emotional resources on her.