I have to agree with Aude...I don't know about anyone else here, but I loved to go to baby showers. Remember we never celebrated anything else so going to showers, weddings, etc was socialization. So they enjoyed going to the baby shower for your wife, you have nothing to feel guilty about.
Remember leaving is a process. You and your wife have been raised in this religion. The tape is playing in your head. You can walk away from it, but it is still there. I think the advice of having an exit plan is excellent. You will feel you have control of your life, instead of feeling like the cult has control. You don't have to play their game any longer. The ball is in your and your wife's court, not their's. Good luck and keep coming back
Leslie