Some people stay because they honestly believe it's the true religion. There are many people whose lives before becoming a Witness were not all that pretty but when they became Witnesses their lives improved, in their view anyway. That is not a small thing for many people.
I don't think the Witness religion is the paradise they like to advertise themselves as but neither do I think its the total dump many on this board like to characterize it as either.
Just my opinion. And no, I'm no Watchtower plant. LOL