I think for the older gen it is hard. Consider the fact that some have been raised in the religion. They have given up everything (friends, education, hobbies) ... what would happen if they left. It would be a frightening thing for a 60 or 70 year old to leave who has never established friends or a connection w/ the outside.
I consider my mother a perfect example of someone who was raised in the religion. Her family members are JW, all her friends are JWs. Granted she is financially secure and she is educated (she went back to school much later in life). But where would she go for friends. She is of the black and white JW mentality. Who is going to put up w/ her and her I AM RIGHT AND YOU ARE WRONG approach to life. Her only friends are JW and they treat her great. She has chosen to cut everyone one else off (including me) that is not a JW. So where would she go if she left???
Also, I think some of it is the thought process I cannot give up the idea that this might not be the right religion or the promises I have always dreamed of will not come true. There are people who have lost loved ones and they long for the day they see them again. There are those that are handicapped and they dream for the day when they are not. For them to recognize that this religion is crap, well, think of how heart breaking that would be for them. I think some people would not be able to survive that reality. So they continue to live the dream.