I don't completely disagree, but there's a difference between joining a social club because you have interests and goals in common with the other people there, and joining a club for the status it affords you. A national merit scholar will let you know about it for about how long it takes them to graduate from college (or forever if they flunk out), but most Mensans I've met are happy to let you know they're in Mensa, even if you never bring up the topic.
1) People who feel dissatisfied with their lives or are from broken homes are likely to reach out and join a social club
2) People with high IQ are eligible to join MENSA
The fallacy is thinking that MENSA is made up of a representative sample of group 2, but really it is made up mostly of people who fit criteria 1 AND 2. Therefore, any studies of mental health of group 2 by sampling MENSA members would be flawed since you're oversampling people from group 1.
I still wouldn't stereotype individuals based on those low numbers. I will say it seems like there's not a lot of value in being a member. And without the person bringing up their membership, there's nothing that would make one think they're in Mensa.