This system is meant to provide an additional protection for your account. After enabling this feature you will be able to recover your password even if you cannot access your registration e-mail account. In addition, without linking the account to your phone number, you will not be able to connect the 2-step authorization.
How to enable this feature?
Authorise under your account at https://store.gaijin.net/user.php and proceed to Security -> Account protection page
Select the corresponding security item, click "Enable" and enter your phone number
You will receive an e-mail with a confirmation code to your main e-mail address. After entering the confirmation code on a verification page you will receive an SMS containing a security code - enter that code into the new box on the verification page
Now your phone number is linked to your Gaijin.net account!