Convenient: hitting the install button then instantly playing. That's the itch app's best feature.
Inconvenient: loading up the URL from your main internet browser into the app. It's not worth bothering with.
Most itch.io game URLs are shared and browsed from within your normal internet browser. So I think it would be convenient if there was an "open page in app" or "install in app" button on every game's page that you could click which would open the app and browse to the same game page, or better yet: instantly start installing. That would be the ultimate convenience.
As it stands, the itch app is too out-of-the-way to be bothering with. I may as well just continue using Firefox/Chrome to download games.
Another idea is allowing this with a browser extension.