Speaking only for myself as one being 4th generation, there are two differences between being born in and not that I can see right off.
One, if you are not born in, it is entirely your choice to get baptized. My parents didn't force me to get baptized but the pressure from them and from my peers was tremendous. The result of which I was baptized at 11 along with my best friend. She and I were talking the other day and she asked me why I got baptized when I did. I told her it was because she was getting baptized and I didn't want to be left out. She laughed and said she got baptized because I did! The joke was on us!
The second difference is now that I have left the JWs behind, I must fear losing my family and most of my friends if my feelings are known. So in order to maintain my relationship with them I am forced to wear a mask and pretend. Being a what you see is what you get person, this is one of the hardest things I have ever done.
So AE, I definitely am not better off for being born in.
It is difficult for me to believe that you are as naive as you come across, but if you are - be ready for some rude awakenings.