Because of Peter Thiels money and what he stands for and his willingness to try and bring about his vision which involves being against democracy and outlandish things like saying Gretta Thunberg is the antichrist.

He's a nutter with a lot of money, so if he's arranging a club of likeminded people it's worth scrutiny.

I would ask the opposite question: why are invite-only "off-the record conferences" of extremely rich and influential people not secret societies?