> Then you just pick who you vibe with

This is the problem, though. So many hobby clubs and societies have pre-existing cliques, you don't get to pick - you get selected if they deign, or excluded if not.

I've felt lonelier in many societies than on my own, if that makes sense.

True, but if they always have an influx of new people, you can form your friendships with them.

You can also start your own club - my local friends, I've made through starting a D&D group and running a campaign with them.