There's nothing intrinsically wrong with clubs that bring together people who share certain interests or characteristics. I guess it depends on what is shared. (The Samaritans share an interest in helping others; the KKK share an interest in race-hate.)
People in Mensa share two things - (a) a certain facility in number and word puzzles, (b) and a wrong belief that (a) makes them somehow more interesting.
Personally I find such people tend to be tiresome.