You make it seem like the weirdest belief a person could ever have. Or have I missed something more subtle in the OP?
Can I speak as a 3rd generation born-in?
Living forever on a paradise earth made relatively greater sense to my young, inquiring mind than the airy-fairy nonsense spouted by some religions about going to heaven and sitting at God's right hand for eternity. Fluffy white clouds, harps and celestial choirs was bor-ing...and seriously unreal. How could anyone believe that? In my young mind, that required a greater stretch of faith than simply living forever on an earth transformed into a paradise.
As Richard Dawkins has said, people seldom seriously question what they've been raised to believe. They may drift from it, but repudiating it is rare. Same applies to JWs: More drift away than repudiate the organization's forever-earth teachings. Nothing weird or far-fetched there.