Because opening new accounts is always annoying, but the whole thing will take less than 6 minutes.
When you click "Sign In" you'll be redirected to create a Rally account. RLY operates it's own internal user-friendly exchange. This account will act as your wallet (which means they might ask you to secure your account with 2-step authentication). There is no fee to set up an account, try and ignore the graphics.
Now you will be able to create an account here with us, which will link the two accounts. Done.