Author-Run Fan Clubs/Groups are neat to observe. Maintaining that connection is a significant time investment, and I hat-tip to all the authors who thrive in the setting. The romance community--especially the PNR readers--IMHO, win the prize for most author-to-reader engagement. Nalini Singh's and Sherilyn Kenyon's are two of the author-run groups that spring to mind. UF comes charging into second place, probably due to the huge crossover from PNR (the LKH fan club was strong for a long, long time). Yes, I know personal assistants and fan club moderators help the authors balance writing their books and engaging with their fans. Mad props to the whole engine making fan clubs happen.
Now, that's not to throw shade on the fantasy readers, no, no. Fantasy fans seem to congregate around the genre more so than specific authors. Sure, they champion the hell out of their favorite series within the genre groups. You can make a drinking game out of frequency with which Malazon, LOTR, Farseer, and WoT are mentioned.
Personally, I participate in genre reader groups (okay, I lurk a lot and post when I have an answer to a question that doesn't already have dozens of responses). I don't have a fan group of my own beyond my Facebook Author Page, mostly because I suck at small talk IRL and online.