Convene is simply a formal way to say gather together or meet, and is the root of the more common word convention. However, convene also includes a slightly positive nuance, as if the gathering is regular, well-organized, and stately. You would not, for example, convene a bacchanal or monster truck rally -- or at least not without considerably irony.
So, if you say the cult members convened their gathering, it might imply you view the cult favorably, as if they are a legitimate organization, which presents an odd contrast with the negative term "cult". Alternately, it could imply that they are organized enough to have established practices, and as a result might have some kind of significant power. It all depends on the context.
I can't think of any negative synonyms for convene. Instead the nuance would come from the context.
Every week, the cult members would be gathered together before their leader to listen to his new dictates and proclamations.
Final note: It's somewhat redundant to say members would convene for a conference -- by definition you're saying the members would meet formally for a formal meeting. Instead if you do use convene (and you should, it's a good word) add detail about why or how they were meeting. For example:
The oversight committee is required to convene every month to approve any budget changes, and prepare a formal status report for the board of trustees.