I'm curious how their device might be configured. The eyefi includes a usb dongle that require you to use a computer to configure the wifi settings with. They could do something like the electric imp where you configure it via sending it data via light. I don't think this is as easy as you make it sound -- there are definitely engineering challenges to make it easy for the end user.
Many of these embeddeded wifi devices start in a mode where they act as a wifi hotspot/access point, with a pre-defined password. One connects to the hotspot with a smartphone and opens a web browser, which provides a simple web UI that offers a way to select a wifi network to use as well as the password. The device then reboots into the new wifi network. A bit cumbersome, but certainly doable. (Not necessarily something people would like to do for every lightbulb in their home though.)