I just feel it's safer to link to the download page rather than the download link because then the person clicking knows exactly what they are getting when they click the download link on the download page, whereas when you just provide the download link they suddenly just get a file, no clue from where and no clue if it's safe or not (Granted advanced users know to mouseover a link to see it's url, but if they don't know to do that then they won't know where it's coming from or what it is exactly).
Basically it's just a psychological thing but it looks more like you have questionable intentions if you just provide a download link rather than the source download page.