Only Michael's mom, Kathryn, and his older sister, Rebbie, were ever baptized Witnesses. No one else in his family was ever baptized, although they did participate in the field ministry, according to some news sources.
He stopped his association with them a long time ago, as did Janet.
What has happened is that they went their way, living their lives as they pleased. They weren't "messed up" by the Witnesses nor encouraged to be weird. That was their choice.
Notice that Kathryn and Rebbie were never in the news spotlight as much as all the other Jacksons? So how come people don't blame their weirdness on Joe's Baptist upbringing?
Hope this info helps you out.