Any one can answer my question?
Yes, there are other ICO project not connected on ethereum, it is all coming by a chance that most of the ICO signature campaign are under Ethereum that's why they are asking ETh wallet.
What projects are you talking about? Giga Watt, for example, accepted bank wire transfers in USD. For this, you don't need an ETH wallet. But to get your tokens, you will need ETH wallet 100%. No other way here.