I think that people get confused over why the hard pull is done. It is deceptively easy to be applying for credit without realizing it (e.g. Schwab and overdraft or margin accounts).
But simply joining a CU should not involve a hard pull. Per Equifax’s own position on it, for example, Guide to Credit Reports & Scores - Equifax Financial Education | Equifax, a hard pull means you are applying for credit.
All the more reason to keep your credit frozen at all times so you know when a hard pull is being done.