According to most opinions, including Rashi, Ibn Ezra, Lekach Tov, M’nos HaLevi, R’ Moshe Dovid Valle, and the Vilna Gaon, “the ones who join” are future converts.
R’ Chaim Kanievsky wonders why Purim is different from other mitzvos that converts need to be mentioned specifically regarding Purim’s celebration. He answers that, even though converts were not party to the miraculous rescue, one’s descendants should be obligated to recite a Thanksgiving Blessing for one’s rescue, as they were affected by it, as well. This is similar to a student showing gratitude for the rescue of his rebbe. Had it not been for the rebbe’s being rescued, the student would not have had access to the World to Come. For this reason, although converts did not experience the miracle of the first Purim, their new people’s having gone through it is reason enough for them to accept the mitzva of celebrating the holiday.
According to the Ateres Moshe, converts are mentioned here to mirror Moshe’s statement (Devorim 29:14) that the acceptance of the Torah applies equally to those who were there and even those not there.
In the view of the Midrash Shmuel, converts are not always sincere about their reason for joining the Jewish people. Those who converted in Persia (Esther 8:17), for instance, may have done so in order to save their lives. However, in commemoration of the Persians who converted sincerely then, Purim was accepted as a way to celebrate future sincere converts, as well.
The Maharal adds that a convert can’t ignore even one rabbinic law, and rabbinic law is a motif throughout Megillas Esther.