It's a link to Hexbear that opens in the browser from an icon on your homescreen, all browsers have this (like on Firefox for me in the pic below). Idk why your browser is asking you to do it though, lol
It's a PWA. On Android it's just a bookmark to the website in Chrome but with some extra features. I use Mastodon that way, it's way better than any of the apps
Progressive Web Application. As I said, a website bookmark with extra dipping sauces that make it feel like an app (furthermore, many "full" apps are just embedded webviews anyway)
But it has less free range access to the OS than a regular which is good because it prevents scooping up so much data and is generally more controllable.