OP here. Actually, if you hit No or Close, none of these apps will redirect you to the article. Not possible with Facebook's current implementation. I know because I've worked on one of these Open Graph apps for The Duke Chronicle.

Only possibilities are, when the user clicks the link, to either bring them straight to the article, or ask them to install the app and if they hit "Yes," bring them to the article. Not possible to show the install app dialog box but not force an install in order to be redirected to the article. I wish it was though!

In terms of setting it to "only me" for sharing, yes that definitely works. But you're still giving the app read access to some of your Facebook info, and many users won't even think to change the setting to "only me" unfortunately.