Rather than having an additional page in between the user’s profile and the application, Facebook is making a simple AJAX pop-up window as pictured below. While I haven’t been able to duplicate this on my own account, it definitely seems like a rational step.
This step shows that Facebook is dedicated to streamlining the application installation process. The more barriers that Facebook can remove for application developers, the happier developers will be. This is definitely a great step! It will be interesting to see how streamlined the process can get. Thanks to Rory Marinich for the tip.