First seek an understanding of human affairs, THEN seek to integrate, adjust or withdraw. Too often, whether in the case of Buddha or Krishnamurti, young, ignorant minds go off into seeking "the highest truth" while not understanding why clothes dry or why an interest is charged on a loan.
Too often, maladjustment starts at the very beginning of one's adult life. From living a sheltered childhood, to a sudden exposure to the harsh realities of a competitive adult life. Many are horrified at the prospect and withdraw. But that is a failure of the adjustment process, not an indictment of society. Parents are responsible for slowly exposing their children away from fairy tales and into the world of millionaires and courts and real estate.
After an adult has successfully navigated, to a reasonable extent, the "real world", it is permissible for him to seek to withdraw to focus on another kind of pursuit. Not everyone has to be an entrepreneur. One could as well be a mathematician, an artist, or an astute generalist. But to be maladjusted, to never understand the world, and then to withdraw is not renunciation, it is an admission of failure.
Society is indeed sometimes brutal. But the brutality is not mystical (due to "ignorance of one's true nature" or suchlike), but tangible, due to material and historical conditions. It may indeed be justified for someone to run away from a war zone, to be a deserter, but then, he cannot live in honor as the town mayor when the war ends. You can escape the obligations of a "sick society", but you do not, if you are moral, then get to reap the rewards of that same society.
For a sensitive individual, I recommend very much that they should seek to become financially independent, to live with thrift and wisdom so that they may have enough money to live the kind of life they want. And to become financially independent, it is important to understand society. Not from a guru, but from study as well as lived experience.
Innocence of spirit can be maintained only by living a life of integrity, where one does not deceive oneself. If one has to compromise on one's integrity (say, by paying a bribe to get a driving license), it must be with complete self-awareness, and with a feeling of tragedy. Continuing with this analogy, a morally compromised man (that Krishnamurti would consider well-adjusted) would feel happy that he was able to cunningly achieve his aim, a morally integrated man would feel dejected despite having achieved his aim, and a defeatist (but moral) man would hang himself to death at the state of affairs.
The society is rarely totally evil. It is made of all kinds of people. In a very decayed society, or even in jail, you may find exceptional individuals. You must aim to understand and navigate the circumstances that you find yourself in, and then overcome those circumstances with your strength and acumen, WHILE preserving your innocence and inner moral compass.
And then, having achieved mastery over the earthly affairs, to enjoy your freedom from the shackles of an allegedly "sick society".
That, if you can manage, will be a life well-lived.