Like I said, it checks for the msvbvm60.dll, so if you installed the app once, or installed (or got the file in any other way) no connection would be attempted, and the application would be cleanly installed.
In any case this is done for smaller apps that are downloaded from the internet, and both versions (with and without) are given and the users that have XP or know they have the file dont need to download the extra size.