Hi What and larke12, thank you for taking the time to write this ticket!
You're right, currently the behaviour is not optimal. I think the initial implementation assumed the user doesn't want to be interrupted for an action as "simple" as opening an app, but we agree with you, it's confusing and also has privacy implications as you noted.
We'll work on improving this user experience.
Thank you for your help in making Orion a better browser!