I think its just a matter of you not know whats what yet. The kleo login logs you into the site. There is no separate login for buddypress and wordpress. Buddypress adds functionality to WordPress just like any other plugin.
There’s no need for me to login now. Just remove your login link that you created in the menu and add the kleo one. Your members can use that (which will launch to Kleo modal login window) or if they are on a part of your site that has the login in the sidebar, they can use that. Simple. No need to build a page or direct them to /wp-login.php.
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