Zealous Jehovah's Witnesses believe their religion is the best one in the entire world even if they secretly disagree with some rules or doctrines.
Because of religious tradition and mental programming over many generations, some JW's are secretly or openly unhappy.
Some see so many things wrong with their religion that they leave. However the pain of leaving can last a very long time.
With professional therapy, recovery from mental illness it can be few months. But Jehovah's Witnesses rarely ask people outside the organization to counsel them. Without help it can take years, decades, and even a life time to undo the religious programming they receive.
Some never ask for help recovering from their experience as a Jehovah's Witness. Why? Because leaving fills them with guilt that they left 'God's organization'. i.e. even though my religion wasn't perfect, 'it's still the best religion out there'.
The mind can trap us or it can set us free. A closed mind is trapped and cannot escape. An open mind that asks questions and searches for truthful knowledge will eventually find happiness and freedom.
Since 1925 the organization has been programming their members to believe they have only two choices. 
There is no middle ground. Jehovah's Witnesses are mentally programmed for many years that they are God's organization. Everyone else is dominated by Satan. They believe that everyone is tempted by Satan to rebel and leave God's organization. Those who do are thought to be on the road to everlasting destruction. Watchtower Sept 1989
Unfortunately, both choices lead to unhappiness.
Which Religion Is 'The Best One'???
1. JW's are mentally programmed every day that they have only two choices. This false assumption appears to the truth because it's something that has been taught in the religion since 1925. Watchtower Jan 15, 2001, Article: 'Keep in Step With Jehovah's Organization', par 9,10; Watchtower June 15, 1987, Article: Testing and Sifting in Modern Times, par 13,14;