Before we decide for Oompa what he should do, this is really an exercise of philosophy, Matrix style.
The blue pill will leave us as we are, in a life consisting of habit, of things we believe we know. We are comfortable, we do not need truth to live. We just want acceptance from some people that have been in our lives. Reaching out and promoting the religion won't necessarily be part of the life with the blue pill, but the life outside of this delusion will still nag at the blue pill taker.
The red pill is an unknown quantity. We are told that it can help us to find the real truth. We don't know what that truth is, or even that the pill will actually help us to find it. The red pill symbolises risk, doubt and questioning. You must give up the delusion in order to face the reality of the red pill and the reality may be a life of depression or anguish or loneliness. Taking the red pill, you might feel that you will be miserable while looking at the delusion you gave up. Not taking the red pill, you will wonder where your reality might have taken you.
Even in such a bleak narrative, I choose the reality. But I don't blame anyone who stays in the delusion. You can try. You can always put the red pill in your pocket and take it later. That's the thing in my matrix that doesn't fit the movie. The reality is always there for you. Still, I couldn't stay in the delusion.