[Written a number of years ago, but somewhat edited now]
Maybe Jesus did not correct Thomas in John 20:28ff because the apostle did not render "worship" to him, but rather just acknowledged him as God's Shaliach (in so many words). While it is possible that John used a nominative Ὁ Κύριός and ὁ Θεός for the vocative forms κύριε and θεέ, Max Zerwick observes that the construction Ὁ Κύριός μου καὶ ὁ θεός μου is "nom. w. art. for voc. sec. 34; if not rather an exclamation" (A Grammatical Analysis of the Greek New Testament)
While I have traditionally tended to view Ὁ Κύριός μου καὶ ὁ θεός μου as an example of one NT writer employing nominatives for vocatives, I now think that there is good evidence for possibly understanding this construction as a nominative of exclamation. Firstly, out of the approximately 88 times that Jesus is addressed as "Lord" in Scripture, the vocative form κύριε is utilized. Never is Κύριός used when Jesus is addressed--Jn 20:28 would be the only exception. Moreover, the papyrological evidence also tends to favor the nominative of exclamation idea. Κύριός (as a nominative of address) is not used in the papyri, as far as I know, when one person is addressing another. Even if Thomas called Jesus "my God and Lord" though, the text still does not present a genuine problem for Jehovah's Witnesses in view of how ELOHIM/QEOS is used elsewhere in Scripture and extra-biblical writings.