Those people were made free from the evil things in the world. They were made free by knowing our Lord and Savior Jesus Christ. But if those people go back into those evil things and those things control them, then it is worse for them than it was before.
Yes, it would be better for those people to have never known the right way. That would be better than to know the right way and then to turn away from the holy teaching that was given to them.
What those people did is like this true saying: "When a dog vomits (throws up), he comes back to his vomit." F10 And, "After a pig is washed, the pig goes back and rolls in the mud again."