Although I'm sure this aspect plays a part, it can't possibly be the explanation to the success of Christianity, or other religions.
Christianity expanded largely through the conversion of the political elite and I don't see how this idea of social club could have been a motivation for them. It also wasn't a motivation for the populace since I don't think they had much of a choice once their emperor or king had converted. The early Christians were persecuted so there again your idea doesn't work.
I'm sure that priests nowadays rely on the social club effect but there is so much competition in this respect that it's not going to be that effective. Those who insist nowadays to practice a religion in the West are probably the small minority of the population which is somehow naturally sensible to religious ideas.
In America, I suspect you also have something else which is a siege mentality, like the Afrikaners in South Africa at the time of the apartheid. People congregate which those they think ressemble them because you're stronger joining a community. There's a similarity with the idea of social club but it's much less benign. Then, yes, belief may be less important in this case but it may still provide the ideology of the community so that you join for the ideology. Yet, even there, I think the religious belief is an essential ingredient. It tells people that their community is somehow morally right.
People who believe, and who are inclined to believe, get comfort from the prospect of a God existing, and there being an afterlife, and that's just about all that matters.
I can understand getting comfort from the idea of going to Heaven but what about the existence of God? What would be comforting in that?
EB