Jehovah's Witness and the Golden Rule

[hi19hi19]

Two Jehovah's Witness missionaries came to my door today. They were very polite, nice old ladies, and I was happy to spend a few minutes listening to their pitch. Keeping an open mind is a virtue; besides, this was actually the first time I had ever had a Jehovah's Witness come to my door and so I was interested.

They started by asking me, "Do you think the world would be a better place if more people adhered to the Golden Rule: 'Treat others as one would like others to treat oneself'?" To which I heartily agreed.
After that they started explaining how this rule related to Jesus' teachings.
They quoted the New Testament, a passage I recognized as Luke 6:31, in which Jesus teaches, "And as ye would that men should do to you, do ye also to them likewise." And then they explained that while many people had heard of the Golden Rule, not many knew that Jesus had first thought of it and it was his teaching.

This bothered me.
I happen to know that as far back as 1780 BC the Babylonian Code of Hammurabi dealt with the topic of ethical reciprocity in similar terms. Ancient Chinese teachings such as Taoism and Confucianism taught the rule as well- Confucius, who lived approximately 500 years before Jesus, taught the constrained version of the Golden Rule, "Do not do unto others what you would not want others to do unto you."
One of Siddhartha Gautama's (also approximately 500 years before Christ) pillars of Buddhist philosophy was also the Golden Rule- "One should seek for others the happiness one desires for himself."

There is no way Jesus was the "first person to think of these teachings." He was simply repeating the wise words of those who had come hundreds or even thousands of years before him.

Here is the conundrum: If I were walking around door-to-door spreading misinformation, I would want someone to politely stop me to educate me to the truth. If I were following the Golden Rule myself, I would have stopped these missionaries to tell them of their error.
Instead, in without time to carefully consider, I simply thanked them for their time, accepted their pamphlets, and closed the door.

Should I have stopped them to explain that Jesus did not invent the Golden Rule, and in doing so followed the Golden Rule myself? Or would such a thing have been considered rude, and thus not in keeping with the Golden Rule, as were I a missionary I would not want people being rude to me.
Because this is my first run-in with Jehovah's Witness missionaries I am honestly not quite sure how open such people are to this kind of philosophical debate, hence why I am asking.