When JWs use the platitude "Where else shall we go?", ask them "Don't you mean to whom shall we go?" as Simon-Peter responded to Jesus Christ in John 6:68?
I don't feel that many JWs would like God's response in Jeremiah 15:2 to the question "Where shall we go?", which is the closest match to the platitude taught by the WTBTS.
Also as a second punch, you can ask JWs why Jesus Christ did not tell his 12 disciples not to shun those disciples who deserted him in John 6:60-70. If shunning is such an important method of cleansing a congregation, I would think that Jesus Christ would have instructed his 12 disciples to no longer have contact with the ones who deserted him.
Peace be with you and everyone, who you love,
Robert