A sheltered life may look comfortable and happy from the outside, but it can feel restricted and conformist being on the inside. Over-protection is the rule of thumb. Living up to the expectations, set by others, is the norm.
For those, who lead a sheltered existence, though they want to be free, though their occasional glimpse of a different kind of world intrigues them tremendously; however, the risky climb to escape the familiarities and to enter a whole new world is too much of a personal sacrifice to pay for. Hence why, reluctantly, many of them eventually chose to stay trapped.