As others note, large areas make finding good groups much easier. Population density, and type of density is key.
I’ve never been a member of Mensa or attended a meeting, but I’ve been uniformly unimpressed with Mensans. (Isaac Asimov reported similarly many years ago.) In general, the people who are grouping solely by intelligence are, predictably, not often successful. If you’re working at Google or have a Harvard law degree or won the state chess championship, you don’t need some symbol of “Top 2%,” and you’d rather hang with doers than people who are proud of their testing skills. (And on LW, top 2% is not an especially high bar.)
It seems to me that intelligence is an enabling thing; higher intellgence people can achieve certain things that others can’t. But if you’re focusing on the raw skills rather than the actual achievement, you’re probably not interesting.
Random thoughts:
The decision that smart high school students should take calculus rather than statistics (in the U.S.) strikes me as pretty seriously misguided. Statistics has broader uses.
I got through four semesters of engineering calculus; that was the clear limit of my abilities without engaging in the troublesome activity of “trying.” I use virtually no calculus now, and would be fine if I forgot it all (and I’m nearly there). I think it gave me no or almost no advantages. One readthrough of Scarne on Gambling (as a 12-year-old) gave me more benefit than the entirety of my calculus education.
I ended up as the mathiest guy around in a non-math job. But it’s really my facility with numbers that makes it; my wife (who has a master’s degree in math) says what I am doing is arithmetic and not math, but very fast and accurate arithmetic skills strike me as very handy. (As a prosecutor, my facility with numbers comes as a surprise to expert witnesses. Sometimes, they are sad afterward.)
Anecdotally, math education may make people crazy or attract crazy people disproportionately. I think that pursuit of any topic aligns your brain to think in a way conducive to that topic.
My tentative conclusions are that advanced statistics has uses in understanding the world; other serious math is fun but probably not optimal use of time, unless it’s really fun. “Really fun,” has value. This conclusion is based on general observation, and is hardly scientific; I may well be wrong.