This is because Jehovah's Witnesses believe that celebrations are displeasing to God. They do not celebrate birthdays as well as other holidays and events that other people celebrate. While not celebrating these occasions is not directly spoken in the Bible, there are reasons Jehovah's Witnesses believe these celebrations are against God's will.
Most celebrations of today's time are derived from pagan beliefs. Birthdays are not excluded in this truth. Records of birth were kept because of astrology. People believed (and some still do today) that when a person was born determined his or her present and future (horoscopes). Some even believed, superstitiously, that friends and family had to celebrate with the person who was having a birthday. This belief was derived by another belief that on a person's birthday, an influence of evil would surround them. The belief continued that if friends and family celebrated with the person who was having their birthday, this gathering would ward off the evil and keep the celebrated person safe from harm. Even birthday candles have a pagan root. It was believed that lighting the candles would allow for the celebrant to be allowed wishes that would come true by the "magical" candles. Many still believe that today, making a wish before blowing out the candles on their birthday cake.
In the Bible, the city of Babylon was condemned. One reason for this condemnation was the people of the city were practicing astrology. Although Jehovah's Witnesses do not engage in, or dwell on, these celebrations they know what their Bible tells them, and know what they need to stay away from. Even Christians, at the time of Christ himself, did not acknowledge birthdays as a time to celebrate. Even then, they knew it was paganistic to celebrate such occasions.
Jehovah's Witnesses celebrate only one thing: the death and resurrection of Christ Jesus. Ecclesiastes 7:1 states "the day of death is better than the day of birth." And Hebrews 1:4 declares that the day of his death was more important than the day of his birth.
There are only two birthday celebrations noted in the Bible, and both those occasions were celebrated by those who did not serve God. Both occasions are not occasions in which God was happy with humans.
Source: http://www.jw.org/en/jehovahs-witnesses/faq/birthdays/