The whole ORG is just like the people in The Emperor's New Clothes. Everyone needs to play along for it to work. Once their nakedness is pointed out, others will start to feel silly. I think a lot of JWs are aware of this, they just decide not to say anything and play along. Obey without questioning! Your parents may feel embarrassed if you prove them wrong. So, they simply refuse to look. For so many people, it's a matter of pride.
PS: I hope I didn't burn your imagination by mentioning naked JWs.