"I will trade comfort for truth every time" me too, but I found when I was a believing J.W the constant, and ever building, Cognitive Dissonance meant I was uncomfortable, all the time unless well away from J.W people and stuff.
I found that discovering truth eradicated Cog. Diss, helped me find my real self, and was like drinking fresh, pure cool water, rather than the brackish sewage laden sort the J.W's are forced to drink.
Some things were hard, I remember meeting up with a lovely XJW lady shortly after I had left, and she said (I don't know how it came up) "..But we all have to die", prior to that I had never faced my mortality. But doing so made me more comfortable in the end.
There is no substitute for truth and reality, living in delusion doesn't even come second.