I actually believed the same when I was a member. It wasn't until I was waking up that it was pointed out to me on JWFacts.
I do think that most JWs still think this because lately the literature doesn't come out and so it so clearly. When in doubt, they refer to their website's FAQ which tiptoes around the issue and doesn't give a straight answer, instead explaining that there will be "worldly" people resurrected in the new system.
https://www.jw.org/en/jehovahs-witnesses/faq/who-saved/
Notice the question is worded about being "saved" not surviving Armageddon.