I believe we all create our own reality. JWs' reality is that if they "endure to the end" they will reap a huge reward - that is their focus and it doesn't matter what anyone says or does... they are determined not to give out. The "paradise" they long for is the future reality they they've created for themselves. Odd thing is... they'll get it; maybe not exactly in the way they think.
So, are JW's in a comfort zone? My ex used to say when I asked her if she really believed everything the Watchtower teaches, "Where else would we go?" reminicent of Simon Peter asking Jesus, "Lord, whom shall we go away to?" In that sense, JW's are in their comfort zone. They have found a menu of beliefs that they can live with and accept. Unfortunately, what they don't know is the peace and joy that comes from thinking on your own; making your own decisions; creating your OWN reality, instead of living the reality created by the Governing Body.
I think we ALL are searching for a zone which we find comfortable. But, most (including JW's) are sincere in trying to live their comfort to the best of their ability, and to contribute the best they can to society in general. However, JW's choose to not know what they don't know... and they choose not to know the comfort outside the Watchtower. There is so much more to life.