Should you be worried? Absolutely. I can tell you your sister will never ever be the same.
My experience JW child:
A stepfather who drank heavily, and was sexually abusive. Friends and family knew of the abuse and approached the elders. They questioned my stepfather and he denied it. After several months they offered him a position within the congregation. My experience was not a rare occurance:
http://www.silentlambs.org/ (There was also a large write up on in the New York Times.)
I spent Thanksgiving knocking on doors, I hid behind doors on Halloween, my birthday was just another day, I was laughed at for not saluting the flag, no pride in country, no Easter baskets or dresses, I didn't even vote in mock elections at school, no Valentine's cards from classmates, I spent Christmas, Halloween and Valentine's parties at the school library, no prom, no Senior trip, no graduation parties, and certainly - no higher education.
As an adult:
Upon telling my step-dad that I no longer wanted to be a JW, he threw me out. Immediately. I walked the streets in one of America's largest cities with my suitcase at midnight.
My stepfather passed away, and at the funeral they said what a wonderful husband, brother, son, and uncle he was. Notice what was missing? I was told it was an "oversight."
My mother pulled me in and out of her life as she needed me after his death. It was so frustrating to be so close - yet so far away.
My mother warned me that she could not go close to my daughter because "we were going to be destroyed at Armageddon."
When I joined another religion my grandparents began to refer to me as the "Antichrist" and my aunt sent me a scathing letter telling me I was disowned, a disgrace to Jehovah and my children were in danger.
My mother almost died from a bloodless organ transplant. Several years later she went into chronic rejection. (Another story in itself!) She died when her red blood cells could no longer be increased with medication. She was told only a transplant would save her life. She chose not to have it.
I did not attend my mother's funeral. I could not subject my children to the cruelty they would see. We instead remembered her in our own way.
I now speak in churches and tell of my experience. I encourage people to watch for signs of sexual abuse.
If your sister does join - and decides to leave at a later point - I'm thankful that she will have you to support her.
Stay as close to her as you can, and remind her you love her. Do not attack the religion as she has been trained to embrace it tighter when you do.