They do think they'll gain power. They just believe in different things to different extents. For example, Elon Musk believes in digital transhumanism but some kabballah practicioners may believe in the magic powers that affect the soul and make it something more powerful and truly immortal. Some may believe in both. Some may think none of that is real, but the power they get by joining is real. Money and control over people is immediate when they join the club.