Interesting question. When I started studying with JWs one of the sticking points I had with OTHER religions was Hellfire.
The fact that JWs did NOT believe in the Hellfire doctrine appealed to me. Of course at some point in my studies I I learned about Armageddon, but that was God destroying "the wicked" so it was OK with me (at the time).
It took some time before it dawned on me the dilemma by that doctrine, which is of course the question posed above. But by then I was pretty well indoctrinated as a good little witness and knew (but not quite accepted) the answers repeated by DNCall.
For many years I tried to set aside the cognitive dissonance in my mind between JW theology on this point and my own conception of a loving, just God. I actually never quite got over this contradiction. In the meantime, I would try to witness to my "un-believing" relatives and friends when I could because, hey, we love 'em and don't want them to die at Armageddon. How annoying I must have been to them.
Note to self:Better apologize to all my "un-believing" relatives and friends for being an obnoxious ass!
Also, JW indoctrination is really good at making us feel bad: Those nagging doubts we have are evidence of OUR lack of Faith, Understanding, Knowledge, Spirituality, etc. We are the one in error, we are the weak one. It couldn't possibly be the FDS or it's GB. They are after all God's Channel ... blah, blah, blah.
It was only after the doubts kept piling up in my mind and the evidence of their hypocrisy and lack of divine backing became overwhelming that I could clearly see that the problem with this "dilemma" is not me, it's their error.