You can run the signalling server permanently on an offline LAN network, which means you only need to set it up once. But setting it up involves running a node.js server on a machine with the correct network configuration, e.g. setting up the firewall to allow server hosting, then identifying the machine's local IP address, and then using that address to connect to the signalling server with the Multiplayer plugin.
It's definitely possible, but I'd guess most players probably can't be bothered to do all that configuration just to play a game. By far the easiest thing to do is just go online and use the Scirra signalling server.