sea breeze,
I recall decades ago - early 1970s - JWs I knew would use the same reasoning "To whom else can we go?".
The WTS builds a wall to keep its sheep inside by giving a "them-and-us" picture. They do this with their focus on "Trinity", "Cross", repeated use of that word "Jehovah", not participating in war, owing allegiance to the WTS over all governments, and so on.
Interestingly it is in Babylon where God's people are to be found ("come out of her my people."). That is where God's people were being kept (6th century BCE).
There are, in reality, other more potent powers at play-- loss of family, loss of friendships, fear of missing out, fear of the Big A, and so on.
It should not be an issue of leaving one superstition (the WTS) and entering into another. It is possible although difficult, to ditch superstition. Mental scars will remain.
All the best,
Doug