It's a kind of comfort blanket - "where else do we go" , "what other organisation would God be using" etc. It kind of trumps everything else and becomes a kind of safe place ( mentally ) that people can go back to , regroup their thoughts , and return to the JW world , despite many misgivings , doubts and cognitive dissonance. I know , because I have been there and was for many years. It takes a lot of effort to remove oneself from that mindset , and the Society exploits it to the full , constantly.
Frankly , for JWs , Mormons & others held in this situation , often with so much invested and all of their family etc involved - you've sometimes simply got to leave them in. They have taken the blue pill and it satisfies them,.