People invest in MLMs - not just financially (although that's bad enough) but also emotionally and reputationally. If one goes pear shaped - or their own activity within it becomes unsustainable - they somehow believe that it will make them some sort of lesser person both to themselves, to their family and friends and to former fellow-adherents etc.
That's part of why it's so remarkable to have MLM adherents leaving and then speaking out about their time in the organisation. Much respect to them all.