I've read Joyso's FAQ but still have one question.
Why can't we join the ICO by sending ETH directly from an exchange?
The problem is you receive tokens in the wallet address from which you sent your ETH from.
If you send ETH from exchange address, the tokens will be sent to that address only. Nowthe exchange may or may not support the token and it will be there decision to allocate the tokens to your wallet or not.
So please never send ETH from an exchange address.