The stats keep telling us we’re more alienated than ever. But online, we know, new spaces are always springing up to fill the void left by in-person connection. Increasingly, there’s a company at the center of them, building up and cashing in on their so-called “brand community.” Millennials want to feel “welcomed and included, and a part of something,” Henry Davis, former president and CFO of beauty unicorn Glossier, said in 2018. “The brands of the future recognize that and make people a part of something.”

Until you belong, brand communities are easy to miss—they’re typically designed for the devotees rather than for casual consumers, and not widely publicized, if publicized at all. LEGO has its LEGO Ideas platform, where members can share custom creations, read i...