Money. Instead of giving 19% of my surplus (i.e. income after essential expenses) to the UHJ, I could actually help those who are less fortunate with that money. Baha'is have no say on how the UHJ spends huququllah, and there is no financial transparency. But I have an idea as to how they spend it: building and maintaining religious buildings, assisting missionaries ("pioneers"), religious materials, etc. It is all to promote the Baha'i Faith. Is that where you want your money to be spent? To convert your neighbors even though "all religions are one"?
Time. Proselytizing ("teaching") is the greatest deed or service to humanity. Try to convert your neighbors and then pat yourself in the back thinking that you are saving the money. You could use your time to volunteer for organizations that actually help your community. You could argue that you do both, but you are wasting your time if the Baha'i Faith is false.
Integrity. If the Baha'i Faith is false, then it should be rejected. By remaining a Baha'i, you are perpetrating a false ideology that has some regressive teachings. Teachings that are sexist, homophobic and some that simply violate the Golden Rule. Be true to yourself even if it makes you uncomfortable.
Honestly, Abdul-Baha was a douchebag. Definitely, not infallible. He intentionally misquoted a passage from the New Testament to justify shunning his half-brother. Imagine not speaking to your family members because they held different religious beliefs and then, he speaks about religious tolerance. Talk about hypocrisy and not practicing what he preaches. It was easy for him to talk about love and unity and how all Christians should get along, for example, and yet, fail to implement those same teachings in his life. He is a joke and then Baha'is hang his picture in their homes!