If you're sure you don't want to use a CC, you can create your account at:
https://my.roku.com/signup/nocc
Even if you go in the main way there is a small "skip this step" or something like that, that people often miss. You can also enter a card and then remove it right after.
I'm not sure what "so I just got out of the screen" means. If you didn't enter a number or click the appropriate skip link, and just closed a tab or similar, then I suppose it may have never gotten to the part where it sends Roku the activation.