What is that wallet management console in openledger GUI? I tried to create a new wallet and it seems that I can't do anything with it. What is this feature for?

I may ask a stupid question, but I'd really like to know the answer. To bring funds into/out of my openledger wallet, I need to go through one of other crypto exchanges. This looks odd to me, because in order to use decentralized exchange, I need to buy bitshares assets at centralized exchange first. What is missing in bitshares? Why can't I pay money directly to bitshares user the way we both agree (e.g. paypal, bitcoin, paper cash etc), and get bitasset from him at the rate we also both agree? Is it possible to build a service which allows to do this into blockchain?