I have actually pondered over that more than once. The "red pill/blue pill" dilemma. I used to be able to think that all the injustices in the world would eventually be corrected by Sky Daddy. That's a nice thought! Now I have had to face the fact that it will never happen. There will always be injustices and "bad" peopled that take advantage of "good" people.
I have also pondered it when attending the Memorial Service of an older, faithful JW -- they "believed" right to the end (their end). A wonderful couple. He was a CO for decades. Went to prison for refusing to join the Army in WW2. The last "grandfatherly" CO that we had. Now they are all "Company Men". More an auditor than a minister. He died not realizing "the prize" but was certain he would receive it after his resurrection. They had a good life serving others, gaining the love and respect of 1000's of JW's. Would it have been better for him to have taken the "red pill"? I cannot honestly say that I think that would have been better for him/them.