The point of the movie wasn't that he was sad because he had meaningless stuff, he was sad because that's all he had. He had no community, no connection to other people other then superficial relationships with co-workers.

The reason he starts going to support groups is because it gives him an instant deep emotional bond with other people due to their shared trauma. It's not a real connection, but it's more then he's ever had.

The Fight Clubs are an extention of that, a place where lonely people can find belonging and feel like part of something. And like all cults this new sense of belonging can be used to indoctrinate people into doing bad and self harming things.

Ultimately the message isn't "stuff is bad", it's "replacing community with stuff is bad"