When attempting to access a resource that requires a login - eg. Special:Watchlist - an un-logged-in user receives a message to that effect, with a link to Special:Login. Submitting that form returns the user to the required resource.
The intermediate page is redundant; a better user experience would be to forward the user to Special:UserLogin and present the message there. This is how most modern web applications handle the process.
This is quite similar to bug 10868 which was closed in 2011 as WONTFIX for reasons to do with secure login. I don't believe that should be an issue with this improvement.