I think the post was referring to the loss of friends and status that can sometimes result. The benefits may outweigh the costs sometimes, if one is faced with the choice between "staying in the closet" and living a lie, and leaving the church and losing friends. I have no direct experience with this, but many atheists unaffiliated with Less Wrong do come out and don't regret it, so I don't think this counts as a "weird belief" that LW pushes on its members. At any rate, it's not all that weirder than atheism itself.