I have shared several times the same thing. I started, and I still do, feel more respectable, decent and with better morals once I left. Part of it (in my case at least) was that since I was born in I felt I never had the opportunity of defining my own set of values or to choose to be a good decent person on my own. All I heard during my life as a JW was that we have to do this or that because Jehovah says so.
Then there is the proverbial "do as I say not as I do" culture I grew up in my JW family and the congregations. I saw way too many two-faced hypocrites to mention.
Finally I realize that spirituality, and therefore, our own sense of decency and morals, come from the inside out, not from the outside in. Good, healthy spirituality gives you that same sense of being a morally clean person, as opposed to those morally bankrupted hypocrites in the WT who only behave in a seemingly moral way superficially.