thanks for your feature request!
This is a very good idea! We had already a discussion about what should be happen when someone clicks on an epub link: http://www.mobileread.com/forums/showthread.php?t=62757
. Dale did suggest to add a save link to the library page.
In my opinion a good solution would be, to combine your idea with Dale's idea: add a save button at the bottom of the epub AND add it to the library page. So one can just open an epub and if you like it, you can save it additionally to a location of your choice.
I'll put it on top of the change list ;-).