It shouldn't be "through", but rather "though." It's a conjunction of contrast. In the previous sentence, the speaker must have been talking about not having joined them before.

With "through" surrounded by commas, I agree with JK that it is a mistake. If you remove the commas then, with proper context, "through" can make sense as a preposition. For it to work though, the preposition needs to have an object. Let's suppose the sentence occurs in a context where you are discussing the singing of songs. In particular, let's suppose you are discussing one particular song. In that context, the following sentence would make good sense: "This time through the song I was going to join them." If it is perfectly clear which song you are talking about, you could abbreviate this to "This time through I was going to join them."