The thing is, you never really know off-hand if you're logged into the third-party (provider) or not without opening a second tab and going directly to the third-party's site, since you're always getting logged out after various timeouts, cookie-clearing, browser-closing, and computer-restarting events.
What prevents an OAuth client application from displaying an OAuth process that shows a fake login form, which looks identical to the provider's login form, to get the user to enter their provider username and password before they realize the URL is off? It seems like it trains users that it's normal for websites to launch a Gmail login form and this is perfectly safe.