This is just a guess here... Joseph lied.... Once again, a guess. I could be wrong, but I seriously doubt it. There is one other possibility, he had a dissociative identity disorder, multiple personalities. Maybe, LDS could use this as an origination thesis for polygamy. If Joe had multiple personalities, he would need a wife for each one.

There was a blizzard sweeping thru PA that day and that was the only place where he could find refuge from the cold?

Joseph attended a single class teaching the basics of the sect. He never officially joined the Methodist Church.

He went there for the bake sale?

Apparently there is a publication (a newspaper, I believe) called the Amboy Journal in which a minister, Joshua McKune, claimed that Joseph Smith sought membership in the Methodist church at Harmony, Pennsylvania, in 1828. That issue is dated April 30, 1879 (according to Marvin Hill in Dialogue, Vol. 15, No.2, pp. 37-41, 1982). A later issue of the same publication dated June 11, 1879, cited Michael Morse, a brother-in-law to Joseph Smith, in support of that claim. This evidence has been used by the Tanners and other anti-Mormons as proof that Joseph cannot be trusted about the First Vision, otherwise why would he join another church 8 years after being told that they were all wrong and that he should join none of them? How seriously must we take the claims of two critics of Joseph Smith coming forward 35 years after his death, during a time of intense anti-Mormon sentiment? 1879 was near the peak of anti-Mormon hostility over the polygamy issue, a time when the newspapers and politicians were calling for the destruction of the Church. Is there any contemporary, credible evidence that Joseph became a Methodist? I'm not aware of any. It is possible, of course, that Joseph attended other churches after the First Vision. I would not expect Joseph to simply attend no church at all until the Restoration had taken place. I don't mind attending other churches when time permits or when there is no LDS church around or when I am with others of another faith. And even if someone signed him up for the membership roles of another church - a well-meaning family member, perhaps, who did not yet understand the full implications of what Joseph had shared with them of the First Vision - it's no reason to think that Joseph was not sincere about his experience. http://www.jefflindsay.com/LDSFAQ/FQ_first_vision.shtml#join