I had the same reaction initially. Then, I remembered that I had my steemconnect password saved in my browser. So, I copy-and-pasted it to get into my wallet. I clicked "remain signed in" to avoid having to reenter it. My browser did not offer to save it.
It is certainly a defect to require a key to access your wallet, when it can only be seen by entering your wallet. A nice Catch-22, brought to you by Steemit.