For me it comes down to self-justification and the difficulty we humans have in putting our hand up and saying "Yes, I am wrong"
Self-justification is fuelled by cognitive dissonance - so I suspect in the case of JW's coming up with the very lame "its the best way of life even if its all horsesh*t" are particularly troubled by some of their JW lifestyle choices and values and their perception of the way reality is unfolding for them.
Next time you hear this perhaps tactfully enquire about areas of their life they would change given a blank sheet of paper. Could get interesting.