For the same reason human beings have always surrendered their well being to religion.
Life takes a lot of critical thinking to cope with effectively. That's too much work for some, much less coping with death, loss, poverty, pain, depression, ill health, etc.
The religions promise escape from all that - all you have to do is sacrifice THIS life.
A born again friend told me "this is just practice for the real life in heaven with the father." She also said the Bush administrations were good honest men because they were Christian.
They really do give their minds up to be controlled. The JWs throw their families under the bus by shunning, and helping cover up child abuse for the selfish desire to cheat death.
For the same reason they fork over the money - to buy their way to "paradise"
I just don't know how they can really believe the bullshit.