If you list it on your CV, someone may "remember" that they thought you were really smart but likely won't remember what gave them that impression. That is a win.

If you go to a Mensa social gathering, you may develop a meaningful relationship loosely predicated on having something positive in common. That would be a win.

I personally don't place much stock in the IQ tests but don't think there is anything wrong with joining. It's not much different than joining an alumni association or any other affinity group.