I used to ponder this very question when I was a teen. "of all the people born in the world what are the odds that I was born into the right religion?" I used to say. My parents responded with the comment, "Even if you were not raised a witness you would have been contacted and became one because Jehovah sees a good heart in you." Of course this was nothing other than predestination disguised as Divine love and wisdom. The question of odds I know realize was a misuse of statisical probability as any unique occurance is statistically mindboggling, but the answer they gave haunted me even worse than my initial question. What made me more "good" or desirable than the 99.9% of the world? I certainly did not feel that good.
The real answers took many years to unravel. Cult investment in large part results from the initiate being convinced they are "special" among men. They are blessed, favored, gifted, etc. This goes a long way tward suppressing doubts and furthurs the emotional isolation from society outside the cult/group.
This why those who defy the directive to limit association with unbelievers so often slack off in their JW duties or develop doubts. The specialness erodes as we get to understand people are people in and out the group.
A verse that deeply impressed and afected me was Romans 2:15-16, especially 16. This verse is never explained by JWs as it suggests that God would favorably judge (excuse) those who never heard the "good news" so they would surive Armagedon if they were good and conscientious people. I obessed about that verse for years seeing how it contradicted other passages. The application the WT made of verse 15 was also misleading as it ignored thge context that made clear the "accusing and excusing" was not merely pains of concience as they asserted, but an actual judgement by god. This made cracks in my perfect world. My subsequent research has provided the answers I needed about Bible history and science that enabled me to finally break free from the fundementalist JW programming that was intoxicating me. But it all started with the question you asked in your title.