But for people to leave JW's and become full-on organization-Christians in denominations where most of the emphasis is on endless moralizing and on being saved from God's adverse judgement, yeah, you have to wonder....
A few years back, when I was still very much in, an elder was telling me about a family that left the org and was celebrating holidays and going to church. He said almost exactly what you said: "I can see people saying it's just too much responsibility, too much pressure, and they stop going to meetings. But how could they ever go back to false religion and all that holiday crap, when they KNOW it's not scriptural?"
At the time, that made sense to me and since I left the dubs, some of it still does. However, one reason I left is to be free to pursue my own path, wherever it leads. So we've gone to church a few times, celebrated a bunch of birthdays, and partially engaged in some of the Christmas and other holiday customs (there's no neon Santa's sleigh and reindeer display on my front lawn... yet).
I see nothing wrong with those traditonal customs, and lighting did not strike me dead when I walked into a church. In fact, every step of this journey has been a learning experience. Most of the learning has been to 'un-do" what the dubs taught me. What I've learned is that humans are basically good, and that church and holiday traditions mostly make them even more human.