I think this feeling of being in "prison" is common amongst exiting Witnesses. The taste of freedom is so strong, the old forms and shackles chafe. Exiting witnesses pay a terrible price in lost relationships. The society makes sure that the decision to break away is never made easy.
But for those fully immersed in the Watchtower life, they may not ever notice the constraints.
People voluntarily give up their freedoms all the time. Many come to enjoy absence of personal decision making and responsibility. I'm thinking of real-life prisoners, soldiers, seniors, invalids, and the mentally ill. Even students in our education system choose to conform to a confusing array of rules in order to achieve their goals and dreams (a graduation diploma).
There are people also, in our prisons and secure facilities, who become fully institutionalized. They may never be able to function with the freedom that most of us enjoy. You might have met a "career student", who, for whatever reason, prefers the structured confines of the school system over the terrifying freedom of the working world.
Those who are most unhappy, in the organization, I would think, are those who did not choose this religion for themselves. For example, what is a child of a convert to do? Either resist extreme parental pressure to conform, or give in and fake the life. Dependent children may rightfully feel they have no choice but to stay.