It does have some distressing implications. What if you just happened to go to the same Church (or other religious organisation) as some of your co-workers, some of whom may be your superiors, and some your subordinates. Would they have a leg to stand on to tell you not to go to Church? Or to force you to convert to another denomination? I think not, because that would be an infringement on your rights to religious freedom.

Now, I am in no way, shape or form implying that your club is a religion, and it's not in the same league at all, but looking at it from the point of view of, I believe the term in the US is, your "Constitutional rights", I'm pretty sure I've heard that freedom of association is one of them.

It just seems very strange, and very morally wrong to be told by a civilian employer who you can and cannot socialize with. They have these rules in the military, police, and other emergency services because they can come across situations where leaders have to order someone to do something that is almost certainly going to get them killed. They keep the ranks socially separate so that if and when that decision has to get made, it gets made without someone playing favourites.

The only illustration I can think of comes from the grossly historically inaccurate film U-571. There was a scene where they were aboard a submarine, and it was sinking. The only hope they had was for someone to swim through a submerged passage, close a hatch, and try to swim back. It was a considerable distance. They all KNEW it was a one-way trip. But, if someone didn't do it, they'd ALL die. So, the officer in charge had to pick someone to do this. All of them, including the officer, were willing to do it, because they were all good sailors that were ready to die for their buddies. But, he had the burden of leadership where he had to pick the guy to make the swim. It's a horrible decision to make.

Since when do you have that kind of moral dilemma in the retail sector?

But, yeah, I'd check with a lawyer. This may have some legitimacy depending on your states labour laws and any employment contracts you may have entered into.