I would think most JWs think their religion is the true religion. WTS does a pretty good job of poisoning the well of religion too so there is often no place to go. A number of things probably need to happen at roughly the same time to allow for a rapid exit: realisation that one is on a 'wrong path', enough confidence to leave, enough strength to start again, loved-ones ready to exit too or at least maintain contact. I think leaving is a very big deal for most people. Especially those with a big investment, eg COs, DOs etc.
There are social connections, family connections and of course, for many (if not most), fear of destruction at Armageddon or no resurrection if they check out before that. The odds seem to me stacked in favour of staying in. For many, those with immediate family in, any exit needs to be en mass ideally. I would think it is very difficult to suddenly up-sticks and start again. Particularly as more years are invested in the Borg.
There is also the fact that many long-time witnesses are used to adapting their beliefs and trust the WTS, even if they can't understand the rationale behind its decisions. I remember book-studying the & times. I never understood it, the application seemed ludicrous but I went along with it because I though other things were correct so this probably was too.
I am awed by how long-timers manage to disengage themselves because they no longer believe. I was lucky - I got booted out before I realised it was a crock of shit. I didn't have to make a choice. I didn't have to think it through. I had no family in.