You only need to click Join and then sign a message to verify your Discord ID with your wallet, this is a read-only connection, and there will no financial transaction. This is very useful to us to give you a special role and if any giveaway event or whitelist event we don't need to ask for your wallet address again. We respect your privacy.
If any other Discord server uses Guild XYZ and you want to join, you don't need to verify again. So it is more secure. Verify once, join anywhere.