That's good idea and may be a matter of personal taste. If
the template has two links to each, it may be much better.
Because...,
When a user wants to install 2 modules or more, your idea is
kind for him. But, when a user want to install only 1
module, he may want to start setting the module soon.
User Task = Install Module(s), config and manage
content/permissions
1) The User task-process shouldn't be break until
the User decide to change to something else
2) After install a Module, next logical step is to
admin/config the module content and permissions
Maybe suggest 2 more links
-> back to InstallModule
-> go to Module Admin*
-> go to ModuleList**
* .../modules/{modulename}/admin/index.php
*, ** Supposing the site is on or off
Ergonomics/usability scenario
1. User still installing upload modules
2. User is redirect to ModuleList to edit module name,
desactive or not (until module is configured)
and define module "Weight"
3. User can go directly to module admin and finish the process
As you said, if a user can begin setting up the installed
module soon with the specific page, it's cool & very useful.
But, Legacy has some exchangable features, the module
installer may not be able to determine the best URL for
first setting.
Of course, these scenarios are right, so we consider some
solution. At the beginning, the dev team will add two links
which are able to be determined automatically.
gigamaster 
When installing a module, the process ends with a
report template. The link provided redirect user to
"ModuleList" instead "InstallList"
/legacy/admin/templates/module_install_success.html
it's logic to replace line 24
<div class="legacy_module_return">» <a
href="index.php?action=ModuleList"><{$smarty.const._AD_LEGACY_LANG_MODLIST}></a></div>
by
<div class="legacy_module_return">» <a
href="index.php?action=InstallList"><{$smarty.const._AD_LEGACY_LANG_MODLIST}></a></div>
and keep user working on the task "Module installation".
Best regards,