You are at the beginning of what may be years of pain, as she leaves you to return to the JW's again and again. Or it may be just a very short time and she throws you out of her life because the elders and/or her family tell her to do so.
Of course there would be consequences. She is liable to lose her entire family and lifelong friends over trying to break away and/or be with you.
Of course it doesn't make sense. She's in a dangerous mind-control cult.
You want to be the hero and you will hear nothing of "Run away." But she will run away from you. Until she truly works it out that her problem is the Jehovah's Witnesses, it won't work out.
People like you come on here and paint the impossible situation, insisting to themselves that love will conquer all. If you love her, just tell her straight out that she has to work this out for herself and you bid her goodbye. You may see her later, but not until she firmly figures out what she wants to do. EVEN THEN, IF SHE LEAVES THE WITNESSES WITH YOU, SHE WILL MISS HER FAMILY AND GO BACK AND FORTH LEAVING YOU. It's hard to hear. She actually needs to know why it's a dangerous mind-control cult. She doesn't know that, she doesn't want to know that, she is programmed to disbelieve it when she hears it.
Many here know, we have to really work this out for ourselves. It takes years to lead the horse to water and give them sips of actual truth until they trust us enough to drink the water of actual truth freely.