So the KKK in the mid-1920s could boast having 4-5 million members. By 1930, it dropped to 30,000. What kind of people joined the KKK just to leave in a few years?

What kind of people joined the KKK just to leave in a few years? Men like Hugo Black, Senator from Alabama and later Associate Justice on the Supreme Court of the United States. He joined to further his political career, since the Klan was an influential force in Alabama politics at the time. To his credit, he resigned in 1925 after what was apparently a fairly brief stint as a member (though he continued to court Klan support for his political career after that date), and throughout his life repeatedly stated that he felt his decision to join had been a major mistake. Other people from all walks of life did the same; they saw the group's popularity, joined, attended a few meetings, then realized that the Klan was pretty weird, not to mention racist.

A large part of the revival of the Ku Klux Klan in the 1920s (particularly since the original Klan had long since petered out once Reconstruction ended and the white population of the South resumed their oppression of everybody who wasn't white) was due to the faddish popularity of Birth of a Nation, which came out in 1915. The film was originally called The Clansman, for Heaven's sake, and...to say it put rose-tinted glasses on a troubled period in American history would be an understatement. The film romanticized the Klan. People who saw it came out with the idea that the Klan were the heroes, especially folks in the North and Midwest who did not have direct contact with Southern history (although, of course, by now the surviving Civil War veterans were very elderly men -- this topic has parallels with the question earlier in this subreddit asking why so many Confederate memorials went up in the 1920s). Also consider that World War I was ending and a great many young men were flooding home from overseas, possibly looking to regain some of the camaraderie that they had in the service or maybe seeking comfort after witnessing firsthand the horrors of war. President Woodrow Wilson screened the film in the White House. The Klan was big.

Skip ahead a decade or so. Now America is plunged into the Great Depression. Most people, especially among the Klan's prime target audience, are struggling to stay afloat or are otherwise too busy to participate in the pomp and pageantry. On top of that, very high-profile lynching cases had forced the general public to admit that yes, maybe the country has a problem, and the Ku Klux Klan is probably not the solution. Going back to where we started, what makes Hugo Black's case so fascinating is that, upon it being revealed that he was formerly of the Ku Klux Klan, the news caused a major scandal. The president himself (in 1937, this would be FDR, who had nominated Black to the Supreme Court) had to go on the record about it. Justice Black himself was absolutely inundated by reporters and realized that survival required him to denounce the Klan as firmly as possible.

By this point, the Ku Klux Klan had faded so fast in the face of public ridicule and distrust that they were grasping pretty wildly for members. One of their last-ditch attempts to stay relevant was a perhaps ill-advised partnership with the American Bund, who were rising in the 1930s as the most prominent American fascist organization. The entry of America into World War II put the kibosh on that rather quickly, and while groups identifying themselves as Klan-affiliated persisted into the Civil Rights era and today, all of them have been decentralized organizations lacking a nationwide structure or hierarchy.