I wasn't happy as a Jehovah's Witness so I wouldn't go back to living in a bubble, even if I could. Yes, it was hard losing family and friends, but it does get easier with time, while being in a soul sucking cult never got easier and never would have.
Eventually you will make new friends and have your own family, so you will not feel the loss of your parents quite as much. Throughout your life relationships will change, situations will change, people will come and go, you will adjust and move on. Five years from now you will wonder what you were upset about.