Production answer:
Close Encounters of the Third Kind was made when Spielberg was a young man. At the time, he did not have a family like Roy Neery does. The story was a kind of escapist adventure that he thought a downtrodden, trapped, middle age guy might want to experience. He has since said that he could not make Close Encounters at this point in his life because he would never make the choices that "he" (as Roy) did in the film.
In a 2005 interview, Spielberg stated that he made Close Encounters when he did not have children, and if he were making it today, he would never have had Neary leave his family and go on the mother ship.[24]
https://en.wikipedia.org/wiki/Close_Encounters_of_the_Third_Kind
https://web.archive.org/web/20080206185633/http://www.cinecon.com:80/news.php?id=0506281
Roy follow[s] his otherworldly dreams and leave his family behind without seemingly giving them a second thought. Now a parent, Spielberg has since said he wouldn’t have made the same choice later in his career.
https://thedissolve.com/features/laser-age/937-the-mundane-and-the-wondrous-met-in-close-encounte/