Depends what I wanted out of it - we joined a playgroup when I was pg with DD2 and it was not really what I wanted as I ended up with more responsibility than I wanted at the time. I really needed somewhere for #1 to go and play with other kids but in the end I was facilitating and organising more than the other group members which made it a drag. It was an unusual group of people tho.
Why do you feel bad? If it is not working for you then best to explore other options or if you are happy to get involved then perhaps you can discuss with the leader about how that may help you/the group.