While I don't have data to back it up, I firmly believe that Mensa is a money-making scam. They're not particularly selective; every single person I know that has taken the test has been invited to join. It seems like a great way to suck money out of people that want to be told that they are smart.
The last time I did an escape room, a Mensa group went before us. They failed to complete the (very easy) room within the time limit. Got some good chuckles out of it.