There is - under ActiveMembership on the right hand side under the ActivePoll (my, things are 'active' around here aren't they?).

However, it serves the exact same function as clicking 'Members' and the brown 'Members' tab is even more prominent than the link.

If it really bothers you and the computer you use is yours (i.e. in your home or office, and not in a library or wherever), the next time you login, choose 'Save My Login Name and Password On this Computer'. That way, each time you visit the site from that computer, you'll automatically be logged in and shouldn't ever hit the Member Login page.

You can also change this at any time in Members->My Info->My Password Info...