Ok so I can't exactly say I relate. I have always had a wealth of friends and never had a hard time making a friend of a stranger.
What i can offer is this: My son really doesn't have any friends his own age, at least none that live close to him that he physically hangs out with (online is another story). He interacts with my friends and his mother's friends just fine. As a parent it is sometimes hard for me to accept that he is is own person and although we are similar in some ways, he IS NOT a younger version of me. He is only a few years younger than you. I tried pushing him to have physical friends just because I know how much fun my friends and i had growing up and doing stupid shit. Again, although I fell like he is missing out, he is not a younger version of me and his life path was never going to be the one I walked. It looks like it will be quite different than mine and in some ways that could be a good thing. I guess just realize there is a fair chance your parents are having a hard time realizing what I have and I'm sure they only want the best for you. As others have said do what makes YOU happy.
You seem like a hella nice guy, I would bet if you want physically close friends (i.e. people that live near you ) then go back to the gaming club 3 or 4 more times, play some of the other games, as some of the people get familiar with you they may open up. Although they only play the handful of games there I'm sure you will find people into some of the same games you are and that's great material for a conversation or an excuse to hang out and play.
I'm going to be honest and not sugar-coat this next part. If you do make friends give it some time before you broach politics with them. The double edged sword of religion / politics can be a friend ender early on and your political views are not conventional and not likely to be popular with peers that are less politically savvy than yourself. Do not get me wrong your views are your own and there is nothing wrong with that, hell you may even stumble upon those with very similar views. I'm not saying that friends can't disagree with each other but in my experience it really helps to already have a lot of common ground established before you start exploring what you adamantly don't agree with your friends on when it comes to religion and politics.