I agree it's amazing, but I completely understand how and why it happens.
I was touch and go myself during my exit. I believed in God, but my understanding of who and what he is was deeply shaken (which turned out to be a good thing). As a JW I had no relationship whatsoever with God and I rarely prayed to him. I didn't actually like him very much, he was to me the OT God. He was Jehovah and he was itching to snuff me out because I was a crap human being.
One night, however, I ended up on my knees as an absolute last resort. I even put my hands together like you imagine the Christian zealots doing. I just begged God to help me, I told him I was utterly confused and scared about what I was learning about the WTS and that I was frightened of losing my family (i.e. my wife and children) and I didn't know where to turn or what to do.
I can point back to that night as a turning point. God suddenly started become real and I could start to see him working in my life and in my family life. I had new courage.
As time went on my wife and I kept reading the Bible, focusing on the NT. Then it dawned on us that God is all about Jesus. From then on we read the Bible through the lens of Jesus. I'm still challenged by some of YHWH's antics in the OT and I probably always will be. But I always ask God to help me with the Spirit to try and make sense of the parts of the Bible I don't understand and I always focus on the person of Jesus. God is not constrained by the Bible; the Bible doesn't contain God, it just talks about him.
I've gone from being someone who didn't really like God much, feared him and didn't really want to know him or talk to him, to someone who talks to God every day. I've personally witnessed miracles happen, the most recent one happened right in front of my eyes. This was a direct and immediate answer to prayer to God.
Those who know me best (and by that I mean know who I was a JW and know who I am now) can see the huge transformation in my life. There are things I do and say now that the old JW me would have hated and would have scorned in the most vitriolic way (eg I play the guitar in our church's praise band. My wife still can't get her head around this and neither can I, but I actually look forward to it). But I've felt God change me and change my life. My personal experience of God convinces me that he's real.
The hypothesis put on people like me is that we don't want to take responsibility for our lives or for the world around us. My personal experience is the complete opposite. Faith that God is real and is working in me and around me makes me feel much more responsible for my life, for my role as a husband and father and as a member of the community. I want to take the "Kingdom reality" in me and make a difference. I'm prepared to take personal responsibility*.
*This is true of many other Christians, hence the vast number of Christian charities working to feed, clothe and house orphans in Africa, to cite one example. If these Christians didn't feel a personal responsibility to make a difference to society, they wouldn't do what they do. And no, I'm not using this as an example of evidence that God exists in the natural world. They just believe that God is real, that God changes lives, that God works miracles and they put their money - and their lives - where their mouth is.