The primary benefit of joining MENSA is the networking possibilities, which is itself a tacit admission that you've failed to network properly absent a MENSA membership. You also have to pay an annual fee to join and remain a member. Unless you have the specific problem of needing additional networking opportunities for which this is the solution, then you're basically buying validation of your own intelligence, which is remarkably unintelligent behavior.
You can see the glaring flaw in the idea of using an intelligence score as one's credentials by looking at the history of intelligence tests.
Originally they were primarily for finding cognitive deficits in children. Generally you don't need intelligence testing for healthy adults because, unlike young children, you can simply talk to them and consider their life history.
If an adult has a high IQ score but has failed miserably in every aspect of their life, you have to question the applicability of the test.
If an adult is successful and has significant intellectual accomplishments but has a low score, you should consider throwing out the test altogether.
There's no case in which you should consider the adult test score definitive. Taking the test and using the results as a signal of one's own intelligence is, in that light, strong evidence of no actual accomplishments that demonstrate the same.
If you fancy yourself an übermensch why not get a position as a physicist or philosopher at an elite university? Or join a research project doing something useful? Become a doctor and cure a particularly insidious disease?
And supposing you do have a high IQ and nothing to show for it, what should the listener think? That you squandered your abilities? That you're otherwise so dysfunctional that you failed at life despite intelligence and effort? Congratulations, I guess.