But either way the user has to sign up to something. When you delegate to Email you still have to initially create an account with the site's specialised authentication system. You'd just replace that process with creating an OpenID account.
But yeah, I guess saying "now go to this 3rd party website and create an OpenID account" is pretty ugly. I wonder if it's possible to have your own "sign up" page that's a proxy for creating an OpenID with a 3rd party provider?