At this time the default behavior of Lock in the hosted login page is indeed to still present the end-user with that option screen; I’ve seen discussions about not having that step and proceed to automatically provide a response without end-user interaction, but at this time I don’t have any definitive information available in terms of how/when that would be a possibility.
As you mentioned, if the client application makes the connection explicit then the screen is bypassed and if the client application specifies prompt=none then the experience would be similar. Although with prompt=none you’re guaranteed that the request will not block if end-user interaction is required so you could perform such request behind the scenes and automatically treat the user as logged in if the response is successful.