The reason it's so hard?
In my exploration of other christian religions, many of it's members believe the general and basic is true and the specifics may vary. In other words, God is good, Jesus was to save from sins, God looks into the heart and those will have some sort of future / after life. Disagreement on specifics is allowed and most understand they may not have a perfect or complete understanding.
With JW's, it's taught that everybody else is wrong and that there is only 'one truth' and those who are incorrect in their beliefs, no matter how hard or how good they are will be unworthly of life. JW's have made tons of sacrifices into rejecting higher education, planning for retirement, not fulfilling their dreams of travel and other joys with the promise that putting them aside is because the end is so close they won't reach old age and they'll be able to do those things forever.
The longer one is a JW and gave up things, the more vested interest they have in believing it whether it's true or not. As a person ages, their window of opportunity for greatness or to accomplish life goals decreases. A person can make a few mistakes in their early 20's and never feel it, in their 30's the window starts to close where they better be in a good direction, by 40's much lower chance and by 50's too late. (in regards to getting the higher education or starting a business and the time it takes from planning to fullfillment, also for saving for retirement, etc. )
If they are in their late 50's/early 60's, living in poverty, in bad health, they have a self created great tribulation from listening to the GB, to wake up then from certaintly to unable to find 'the truth' and the reality they will grow old and die and what they gave up, it's probably like in the Matrix, some don't want to wake up and they will even fight to stay in the Matrix.