Indeed. This is the main sticking point. In order to have any chance of survival on a PVP server, you have to have a fully-kitted out lvl 80 character (and you will still probably die unless you have a Guild ready to support you) to transfer over. If the experience is a bad one and you don't have the money free to transfer back (along with the risk of losing your name on both legs of the transfer), you have effectively just lost one of your main characters to a bad decision.
Besides, if the population on Fury is as good as people are claiming here, why are they begging for people to transfer there?