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I think the fact that clubs are hidden in the US make it a lot harder to find people outside of game stores, and relying on game stores for gaming doesn't encourage any kind of camaraderie or getting to know people; it's quite literally turning up on a specified day with your army in tow and seeing who else (if anyone) does the same to get a game in. Compare that with a gaming club, even a small one with a couple of guys renting a hall or something - you can tell much better stories with regular opponents and weave a narrative campaign than you could just by playing a random person who happened to swing by the game shop on Tuesday after work to look at buying a new Battlewagon for their Orks, and just so happened to have their Ork army in the trunk.

I wish I could remember the name of the series but there was an old white dwarf series of articles about the antics of this UK guy's gaming club that played I think in the basement of one of their houses or something. I think the guy's name was Mike but I don't 100% recall. It was a great read (I think it was like 2-3 issues) and has always stood out in my mind of what the game is/was really about compared to playing pick-up games at the game store.

EDIT: Google-fu to the rescue! Guy's name was Mike Walker and he had a few articles about WHFB in older White Dwarfs (around 2003-2004?) about tactics, campaigns, and the like typically regarding his gaming club. What I liked the most about the articles is that they were just regular guys; as I recall the armies were painted to an average tabletop quality (as opposed to the often high quality shown) and they freely talked about how they messed up on things, or how they got steamrolled in a battle.