I have heard of but never used Nunchuk. I think the sign-in option you see is for Nunchuk's inheritance service. It's got nothing to do with the non-custodial wallet, which is open-source, and if you have coding skills, you can verify if that is true yourself. They claim that their inheritance plan is non-custodial, but it can't be if they keep one/some of the multi-sig keys and you need to interact with their server to gain full access to your inheritance. I think there is also a fee that needs to be paid.   
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Aah perhaps you 're correct.
I 've used it for fun, just to try it and of course I didn't have to sign up to a service or anything.
If they offer a multisig service, then it's obvious that they must have a server for this purpose. Just like Casa and Unchained do.
My "problem", which is not really an issue, is that I don't like seeing a login button in a wallet. Which, if it's intended for collaborative custody, is necessary.