Microsoft. Redefining security.
Microsoft actually is trying to re-define security, and that's a good thing, but they're going about it in their usual ham-fisted way.
Forcing users to choose a PIN seems to be deliberate on the part of Microsoft. I got around it by crashing the page that asked for a PIN, which let me bypass it. That may not work anymore.
Patience, young Jedi, in time someone will publish a work-around. There's almost always a way.