If two things are affiliated they are closely associated with one another. When you join a cause, you become affiliated with it and what it represents. You learned to choose your battles more carefully after becoming affiliated with the "Save the Pigeons" campaign.
Coming from the verb "affiliate," the adjective affiliated shares its history, starting with the Latin stem affiliare, meaning "to adopt." As such, we "adopt" the ideals and goals of groups with which we join and become affiliated. You could be affiliated with a particular church or temple. As a celebrity, you are affiliated with a number of charities. There is also a legal meaning, whereby a mother can affiliate a child, or declare its paternity.