If you put the download link on the opt-in confirmation page, the person can only get to that download link immediately after clicking the opt-in link.

So while you can safely put the download link on the opt-in confirmation page, also email the download link. That email provides the person with a way to get the download in the future.

Notice that infusion allows you to limit the number of times an item can be downloaded when you set up a product as a digital download.