I don't think she's being self righteous at all, she's just saying she's frustrated. She feels that children of witnesses have a great support system and she doesn't. They're insulated from the world ("wrapped in cotton wool"). Not only do their parents support them by studying with them "forever", other brothers and sisters help them by studying with them as well. She, on the other hand, has to live in the world without that support. Since she feels she's out in the world alone, the witnesses make it harder for her by continually talking about how bad the world is. They just talk about it, she has to live in it! ("they run the world down yet thats my home")
She's most likely here to find the support and 'community' she doesn't feel she's getting at the Kingdom Hall.