musser zoger
The biggest pircha for what you are saying is that lemayseh we see that there are many geirim bizman hazeh and they all know what they are getting into and they still choose Yiddishkiet. Obviously its worth taking the risk because at the end of the day if you want to do whats right and try your hardest you are guaranteed that Hashem will help you. Habaah Litaher misaayin oso and bederch sheadam rotzeh leileich molichin oso. Additionally theres the concept of Teshuvah and no matter how low one has fallen he can do Teshuvah. So I would say its better to be a Yid because we have a neshama and we are a cheilek eloka and what is in store for us is much greater than any of them can ever get. Yes for being a righteous gentile there will be some reward but its infinitely less than what we will get and what we are a part of.