No surprise that he wasn't a Mason. There was considerable agitation among Christians against Masons and other 'secret' societies. Russell was exposed to that. He found his niche among YMCA evangelists, circulating tracts and night time street preaching in 'doggeries' [Very low class bars and taverns] and pool halls.
If you're interested, we document this in Separate Identity, volume 1, available via lulu.com or Amazon.
He also pursued internally sponsored church functions. He tells of his disappointment over Church Fairs and his distaste at selling tickets for them and the degradation [as he saw it] of female church members. Russell came from the conservative side of an ages long church divide. Philip Schaff, a 19th Century historian and religion writer described it as "a conflict between separation and catholicism: Between the idea of the church as an exclusive community of regenerate saints and the idea of the church as the general christendom of State and people."
Modern readers are not used to his use of an un-capitalized 'catholicism.' He meant not the Catholic church but an all inclusive universal church. Russell believed that the church was the habitation of saints, not open to unregenerate sinners. We consider this in volume 2 of Separate Identity, which is, thankfully, nearing completion. Joining the Masons or any other secretive group would have run against his ideas of Christian behavior and association. He felt that the work of Christ came before anything else, even if otherwise 'innocent.' So frivolous associations and events took one away from Christ. This was not a new development in his theology but came from his Calvinist background.
On these grounds alone, we would conclude that Russell would not have been drawn to the Masons.