When choosing payment options during checkout, should the Paypal option go directly to Paypal, or show a "continue to Paypal" link?

I currently have 2 payment options during checkout: Credit Card and Paypal. Currently, clicking on the Credit Card option will reveal a credit card form, and clicking on the Paypal option will take the user to Paypal checkout (on the Paypal site).

I have also seen it where sites such as Netflix, will show a "continue to paypal" link after selecting the Paypal payment method, instead of going straight to Paypal (shown below)

Is the "continue to paypal" link helpful to the user, or does it just add an extra step/confusion (because the user isn't taken straight to Paypal after selecting the Paypal option)?