I stick to my earlier comment that there is no bliss in staying in that religion, but I will add, UNLESS you are the type of person that likes to consider yourself 'right' and you have all the answers and everyone is unholier than you and you love to criticize people and society. Those types of people do live in a sort of bliss in that org. They would be a lot happier if they grew out of that but most will never know. As for the rest of them who don't have those types of personalities, I do agree that FEAR is the reason most of them aren't willing to allow themselves to question and research. The religion has too much control over their lives, it usually holds family members as collateral, it says it is the only hope, without it there is nothing, and people are so dependent on this idea of having something, that they can't live with the idea of nothing and are told that there is nowhere else to go.
it takes some sort of impetus that is worth facing the fear. Either loss of a family member because of the religion, or bad treatment by someone or an abnormal amount of standards and belief in freedom, integrity and truth for people to be willing to face that fear and go through the difficult process of leaving.