Strange thread title - a sort of 'double negative'. Reading OP I'm taking the question as 'Do You Ever Think Your Efforts Are Futile?' so that's the question I'll answer.
As a never-was dub, I joined this site in an effort to find out more about the dubs. No, that effort was far from futile. I have learned a great deal, including the personal effects, doctrine, history, etc., and read some excellent scholarly material.
Having been touched by the dreadful experiences of shunning suffered by many, I made the effort to fly a US JWN member to the UK for a 'break' and an introduction to the 'real world'. She met my 'worldy' family and learned, or had reinforced, that us 'worldly' people outside the dubs are not so bad. (I spoke to her recently and she's doing fine). That effort was far from futile.
As a retired police officer who dealt with child abuse (and whose own daughter was raped) I have made the effort to contribute to discussions and add a 'professional' knowledge to those debates. Feedback suggests that those efforts were not futile.
And overall, as a 'worldy' never was dub, I have made efforts to offer support (practical or otherwise) to show that us 'worldly' people are not as bad as portrayed by WTBTS, that we are a 'normal' selection of good and bad, and that for those leaving the narrow and closely-controlled world of dub-dom there IS a world outside. It's natural, of course, to be apprehensive (as when entering any new environment) but there's no need to be scared. Again, feedback suggests that those efforts were not futile.