Autoresponder companies prefer you to use double opt-in but that’s mainly from the spam complaint side of things – their logic is that double opt-ins are less likely to claim subsequent emails are spam.
Aweber default to double opt-in but you can change that on the list settings screen which is what I do. Get Response are usually very similar in features and their help says it’s do-able.
As far as I know, Sean’s email is part of his recent case study and it was one of his requirements that you got taken directly to the download page. I guess there’s some behind the scenes code to get the one-time opt-in working for all lists.