I had a very devout, zealous sister explain the "They Always Come Back" thing to me. She told me that the organization was a mental trap. When you "learn about the truth", you know that it is right and you want to worship God in his organization. But, it is very hard to be a JW, so you want to leave. When you leave, you know that you really should be a JW, because it is right, so you make your way back.
In other words, you are brainwashed by the JW organization in such a way that even in the likely event of your leaving, you will always feel uneasy or experience guilt about no longer being a JW. These feelings force people to go back.