Does it work in a private window with no extensions in Chrome?
You have to agree to the Terms of service and it might get blocked by some extensions. For example, the “I don’t care about cookies” extension makes the page not load for me and I have to disable it. Other such extensions might cause issues (privacy/security extensions).
It seems you also have to allow third-party cookies.
Does it redirect you to GitHub when you click login? Is CodeAlly in the list of Authorized OAuth Apps on your GitHub settings page?
If not try using the “get started now” button on the CodeAlly landing page. It should redirect you to GitHub and after you have approved the app you can just close the page and ignore the onboarding process. Now try the page again it should say “Run with CodeAlly” instead of asking you to log in.