I understood the website the same way you did: the merchant must use the same exchange as the customer. I hope we're wrong.

For the sake of anonymity though, it appears to me that using a new exchange would be easy as you would not require to log in with an email and a password, but rather with a kind of web-browser extension or something similar. Each merchant could then become its own exchange, and you would only see a few big exchanges whose role would just be to make everything simpler for the merchant, and that simplicity would come at the price of an increased fee. This is a bit like what PayPal or Stripe are doing today.