It is not a joke. As a matter of fact, it's the same on every site (you need to deposit first and then you can withdraw using that same medium).
So because you havent deposited before, you dont see other withdrawel options, like Skrill
for example. First deposit with Skrill, then you can use it to withdraw.
As a matter of fact, I cashed out on PP a couple of days ago after winning some money with fr's. Same situation. Never deposited before. I simply deposited the minimum, with Skrill. Directly after that (so I didn't even play!) just witdrawed the total amount succesfully. Paid in 2 days.