If you start off with asking what MJ's religious beliefs were, you automatically begin division and arguments.
But if you ask what Michael's view of God was, you should get a different response. His view of God has been expressed several times, but not as expressive as in Dancing The Dream which is pretty much about God:
Jehovah's Witnesses believe only their way is the right way - complete contrast to what Michael put in 'God'. You see this clearly from the watchtower.org:
Do the Witnesses believe that their religion is the only right one?
Anyone who is serious about his religion should think that it is the right one. Otherwise, why would he or she be involved in it? Christians are admonished: "Make sure of all things; hold fast to what is fine." (1 Thessalonians 5:21) A person should make sure that his beliefs can be supported by the Scriptures, for there is only one true faith. Ephesians 4:5 confirms this, mentioning "one Lord, one faith, one baptism." Jesus did not agree with the modern, relaxed view that there are many roads, many religions, all leading to salvation. Instead, he said: "Narrow is the gate and cramped the road leading off into life, and few are the ones finding it." Jehovah's Witnesses believe that they have found it. Otherwise, they would look for another religion.—Matthew 7:14.
http://www.watchtower.org/e/jt/article_08.htm#only
They view Judaism, for example, ashaving turned away from the Word Of God and that they (the JWs)are the ones correctly (their view) following God's Will. The JW faith judges other religions as shown here:
All nations have religions of some kind, whether so-called Christian or non-Christian. It is vitally important for people to hold beliefs that conform to God's own Word, and the efforts of the Witnesses to assist them in doing this constitute a showing of neighbor love.
Again, only the JWs have the right way.
Michael's view of God is one of essence - not one dictated by organised religion interpreting scriptures. Much of Dancing The Dream was inspired by the Bhagavad Gita which talks a lot about consciousness, the field, knower/known and Michael took some lines from it as well as from Tagore to develop his view of God. In the JW faith, they look to scriptures as the basis - for instance, the JWs would not consider God to be male/female as Michael wrote in 'GOD'. They consider God to be male as dictated by the scriptural use of 'He', etc - Judaism is the same. The Bhagavad Gita, if I'm not mistaken, refers to the Creator in all forms at once - not one and this includes the concept of gender.
Michael took what was universal - not especially original. The Samurai, Saigo Takamori realised that there were universal values across the world which would help people to have common ground. Others have thought the same for centuries.
With such words above written by Michael, one cannot claim his faith was "very close to the JW one". 'God' alone is at odds with the JWs. He never believed God could or should be limited by what you call him/her, so saying 'Jehovah' doesn't necessarily mean he was closer to the JW faith. He was open - not closed. He didn't believe one religion had the only truth as JWs do.
Michael has used lines that come from the King James Bible - strikingly simnilar, e.g. in Heal The World. JWs use the New World Translation Bible - no others as far as I recall. JW elders certainly wouldn't encourage JWs to read books like the Bhagavad Gita - they considered Thriller as worshipping the Devil. Ghosts? They'd have had a fit with that one too - occult magic and all that.
False prophets cry of doom! - reference to JWs? During the late '80s to early '90s, Michael was open to ideas of God, especially through Deepak Chopra. The JW faith has made several prophecies that can only be considered as false. Here's several google links:
http://www.google.co.uk/search?sour...381GB381&q=jehovah's+witness+false+prophecies
Forget religion - Michael was more into God. Organised religion is not the sole way.