The removal of a feature is usually a negative, but since the current splash screens aren't customizable and are functionally limited, this shouldn't be too big of a deal.
Instead of having a single blue splash-screen pop up when a player attempts to join a game, the pager would be brought up, and would display that game in a common tab (possibly even a modified version of the current game's tab). The game would then begin its download process, and would display such process next to its name, or in some other intuitive layout.
Once the download is complete, BYOND will alert you with a popup bubble, which you can click to launch the game, or launch the game from your games section of the pager. When connecting to a game, I suppose the standard blue splash screen could still be used, unless something more intuitive can be suggested/implemented?
* Steam provides an excellent example for game distribution mediums.