Yeah, it's Mac OS only. Windows has had inline PDF viewing all along (with the right plugins anyway). I find it very odd that Mac OS hasn't had this built-in from the beginning.

On the other hand, I think the way Windows does it is to just drop the file in your TEMP directory and let it occupy space. At least on the Mac, you see it appear somewhere you'd tend to look (the same place all your important downloads go; the desktop in my case), so you've got a better chance of cleaning it up.

Now I'm not sure which is better!