The device won't be signed in to an iCloud account since it was erased. But because you didn't sign out of it before you erased, as far as your iCloud account and Find My iPhone is concerned, your device and its serial is still registered to your account
This is why you'll have to do it remotely now and not on the phone. Only way you could do it on the phone would be to restore from a backup (may work as a new phone, not sure), sign back in/re-enter your password then sign out of it/disable Find My iPhone.