My brother didn't feel as though he had any where to go.
Unfortunately, we did not really understand how brainwashing works and argued like crazy with him, which just made him feel judged (and probably ashamed on some level). If I had to do it over again (this all was happening 25 years ago when I was young and dumb), I would tell him that while I might not fully understand or agree with his beliefs, I respected his right to think and believe as he chooses and that he will always have my love no matter what. Rather than judging and condemning not only the cult he was in, but his "choice" to be in it. I really wasn't very nice about it.
If I had to do it over again, I would handle it very very differently. Which is one reason I love this site so much, as it is not only helpful to those are or have been "in" but those on the outside who are struggling to adjust and adapt to their loved one's "reality.