... well, now that I've said that, I can imagine situations where I'd say (get ready) "membership at."
For example, I'd say I have a membership at the gym, not a membership in the gym.
[edit:] and I'd be a member at the gym, not a member in or possibly even of the gym. ugh.
[edit 2:] but, not to be confusing, membership in a group / member of a group is definitely correct.
prepositions, how do they work