Folks; Again, my thanks to all for the suggestions so far.  The quote is
not in the SELECTED correspondence; it may be in the full 2 volume set,
which my library inexplicably does not own (I have requested through ILL).
Or:  the quote may be from a notebook entry, another letter to another
correspondent; Or, it may be in a score of other locations; and/or it may
be a figment, a canard:  for all I know there is no such quote.

I might also point out, as I was reminded by one respondent:  "the club"
metaphor is common in parental grief narratives.  Bereaved parents often
use it, as in this NPR coverage a week after the tragedy, and the quote
from the Columbine HS principal about Newtown's survivors:

"Unfortunately the elementary school in Connecticut now becomes a part of
this club, a club that we know is tragedy, heartbreak," said DeAngelis, who
began teaching at Columbine in 1979. "And no one wants to be a part of that
club, but what we have to do — no one asked us to be a part of it — but
now, how do we help each other?"

http://www.npr.org/blogs/thetwo-way/2012/12/14/167293608/in-grief-stricken-newtown-vigils-and-support-for-victims-and-families

indeed:  "no one wants to be a part of that club."

-- 
Prof. Harold K. Bush
Professor of English
3800 Lindell
Saint Louis University
St. Louis, MO  63108
314-977-3616 (w); 314-771-6795 (h)
<www.slu.edu/x23809.xml>