Guys who took Lipitor everyday for five years were also good about not driving into fjords and not playing golf during lighting storms and not getting shot by the rare jealous Nordic husband or whatever. Perhaps it was easier to stay in the control group than in the test group?

Probably not. They would have given the control group a placebo pill for 5 years and taken compliance data on that, and so the study drop-out rates would not have been a confound.