Nanomechanical resonances of two-dimensional (2D) materials are sensitive probes for condensed-matter physics, offering new insights into magnetic and electronic phase transitions. Despite extensive research, the influence of the spin dynamics near a second-order phase transition on the nonlinear dynamics of 2D membranes has remained largely unexplored. Here, we investigate nonlinear magneto-mechanical coupling to antiferromagnetic order in suspended FePS$_3$-based heterostructure membranes. By monitoring the motion of these membranes as a function of temperature, we observe characteristic features in both nonlinear stiffness and damping close to the N\'{e}el temperature $T_{\rm{N}}$. We account for these experimental observations with an analytical magnetostriction model in which these nonlinearities emerge from a coupling between mechanical and magnetic oscillations, demonstrating that magneto-elasticity can lead to nonlinear damping. Our findings thus provide insights into the thermodynamics and magneto-mechanical energy dissipation mechanisms in nanomechanical resonators due to the material's phase change and magnetic order relaxation.