Good question. I often wonder about that myself. You mentioned how you were like them, how zealous you were. I was like that too. But I've also always been brutally honest with myself. The kind of honesty that makes you abandon your entire life if you realize you've been wrong about your beliefs. For some people, that's too much to give up, so they rather not risk it by looking into the possibility that it's all a lie.
Another possiblity: maybe some people are really Ok with that type of life. I don't mean that they don't dislike field service, or they don't experience personality clashes, or just plain @sshole elders/COs/DOs. I mean, that in spite of those things, they are for the most part OK with the life of a JW.
I was never Ok with it, but didn't realize it until I was in for about 27 years. I kept getting into trouble and thought it was because I was evil. I finally realized I was trying to live someone else's life. A life that didn't fit me, so I always felt uncomfortable in it, even though I tried like hell to make it fit, because I didn't want to die. My siblings on the other hand, never seemed to get into trouble. And they are still in. My wife is still in, and she swears she's happy and likes her life. If they are overall comfortable with their lives, why risk realizing that it's all a lie?