Why am I asked to login to Quicken when all I want is access to my checking account?

This pops up because Quicken is checking if you are indeed paid up license holder. Once you do that it gets stored in the file itself so you should not have to enter it every time (unless you quit from it like you are). After that you can use it offline. You are prolonging what would be a one minute one time check every time you open.

The password on you data file is a separate thing as it's just local to prevent other local users access the data. I don't have one because the windows log in password is enough.