Is it possible to find out how one was nominated for Sigma Xi and is this organization worth joining?
The likeliest answer is that one or more of your professors nominated you. I don't think they nominate a lot of people, so you are highly thought of by some, at least. I've been a member since approximately forever. It is worth a line in your CV, at least. 

But if you are at a large university and interested, generally, in scholarly pursuits, it is worth joining as some chapters have periodic meetings at which you can connect with other people in other areas. This can be interesting and stimulating, much like Sherry Hour after Dinner at British universities. But it can also lead to collaboration. Many Nobel laureates are members.  

I don't see any reason not to accept the invitation.