Yes jhine the NT Bible (at John 6:68) does say to "whom would we go" and the WT did misapply it as to 'where else are we to go?'. I used the WT phrase (or a paraphrase of it) because I am addressing the issue of what set of beliefs/convictions should JW people (and former JW people) adopt if they cease to believe in the JW form of Christianity and thus end up not believing in Christianity at all and end up not believing in religion at all.
Most of the people who converted to the JW religion (at least those who were not raised in the religion) did so because they were convinced that all other religions (including all other forms of Christianity) are false. I am encouraging them to accept atheistic/scientific philosophical naturalism as truth. I naturally would have become an atheistic/scientific philosophical naturalist, or a deist, prior to age 15 if I had never been raised to believe in religion. I wish I had become an atheist by age 15.
waton, in the situation you provide the WT offers the reassurance that though you will die, you will very likely be resurrected to eternal life on a paradise Earth, or to eternal life in heaven with Jesus Christ and Jehovah/YHWH God. Regarding the scientific naturalist point of view you, as it pertains to the situation you mention, are correct. Though it is depressing, it involves acceptance of reality. Some scientific naturalists who are also secular humanists would seek physician-assisted suicide in the situation you mention (if legal for them), rather than to drag out the dying process to its bitter end. Those scientific naturalists who are also secular Buddhists might have better copying skills in dealing with the dying process.
Rather than adopt a supernaturalistic religious view, and thus a false view, I would rather continue be convinced of the reality of scientific naturalism. If my future dying process is an unbearable miserable one (one in which pain killers and meditation and psychological counseling don't make tolerable) I might choose physician-assisted suicide. Physician-assisted suicide is legal in parts of the USA, including in my very liberal state (at least under state law).
waton, for me the deciding to be an atheistic scientific naturalist was not primarily about whether it is comforting, but about whether it is true. I am convinced it is true, despite the realization that I am truly a mortal with no chance of eternal life at all.
Before I became an atheist I met an engineer (who worked at Intel) who had obtained an evangelical theological degree but later became an evolutionist, an atheist, a secular humanist, and a philosophical naturalist. He created a discussion group on meetup.com in which he organized debates between himself and Christians. He tried to convince people of evolution and that there is no God/god. he produced numerous videos. He wrote and self published a book (or booklet) called "Modern Science and Philosophy Destroy Christian Theology". He also became a minister of Humanism and he became a director of one congregation of the Sunday Assembly. Largely due to online discussions I had with one nontheistic ex-Christian in the meetup group I became a nontheist, a naturalist (except that for a year I wasn't sure if a deistic god exists), and a type of secular humanist. A year later became a convinced atheist. The man (Bernie Dehler) who created the discussion group later got a very aggressive form of brain cancer which was terminal (no cure exists for it, none survive from it).
He looked very sad after getting cancer but (to my knowledge) he remained an atheist and a naturalist to the end of his life. Despite me being well aware of such dire end of life situations I am still an atheistic scientific naturalist.