It's in the Bible and reinforced by the religion so JWs feel to defy the rule is to defy Jehoobah and therefore lose everlasting life for themselves and their children.
Like all the other rules, no university, no blood, no birthdays, it adversely affects their children but they reason better to keep to the rules than lose everlasting life. Stupid? Yes, but all of us here used to believe it!
That's why it's a terrible rule that's destroying lives. It's emotional blackmail keeping them from reporting it to the police and keeping the pedophiles roaming the organization freely.