Yes, I think many of us have these issues. I think it's partially due to that fact that being in a high control religion makes social interactions very different. You are in a group that all believes the same things and conforms to the same schedule of meetings and field service. It means it's quite easy to have many acquaintes, but sometimes harder to find real friends. It also means you cannot be your true and honest self if that self deviates in any way from the expected.
Of course we are all unique individuals, but it can mean we don't quite know how to interact with those outside the organization, especially when we first leave. This is compounded if you have a more introverted nature.
The solution is to just get on with it, the more you do it the easier it gets. Social awkwardness usually stems from being very self aware and being afraid that others will judge you. The more you worry, the more you are likely to do something wrong, which just makes things worse. Somebody once said that you shouldn't really care what people think about you, because they aren't really thinking about you that much. Most people just think about themselves mostly. The huge social blunder that seems so huge to you is probably just a minor blip to everyone else, by the next day they won't remember it.
It does get easier as you get older and are exposed to more social situations and different people. People do like to talk about themselves, so asking questions (nothing to personal though) is always a good strategy and takes the focus off of you. When all else fails, talk about the weather.