Quite easy to say climb to MSA and request vectors, if you are a vfr pilot entering cloud is disorientating and panic inducing things you can do. Even with an ATC vectoring you and trying to calm you down I would imagine you would be totally panic stricken if you remained in IMC for more than about 10mins and one's ability to keep wings level and maintain speed would rapidly diminish. I think the natural tendancy would be to descend and get out of the cloud, if you kept climbing you could be in there for ages, alttough climbing is the more sensible option.
Maybe I'm an nervous pilot, but the thought of it sends shivers down my back.