I am happy to note that this bug appears to have been fixed, at least in Tumbleweed. I tried an install of Tumbleweed 20190502 today. And the message for setting up the software manager now appears in a popup, and it lists the actual download URL. I have tested this installing both with a DVD and with the installer on a USB drive. In both cases, the correct messages now show in that Yast2 popup. I don't know whether it is also fixed in Leap 15.1.