Hm, then it may be an OS-X-specific kludge. When I plug in my USB cable (the Samsung cable which shipped with the Note), nothing changes on the phone: it stays on the home screen. I have to go through the steps I enumerated to get to the screen you show in your screenshot.
(I'd post screenshots, BTW, but I don't have forum permission.)
So it could be that 2.3.6 (&/or Samsung's version of same) abbreviates the process for your OS but not for mine.
BTW, if I plug in the USB cable & THEN open tap through to the "USB utilities" screen (Settings>Wireless and network>USB utilities>USB mass storage) & tap the "Connect storage to PC" button, I get a dialogue box:
"Attention
"USB is connected. Remove the cable.
OK"
I.e., the phone won't even try to connect to OS X unless the phone's UISB port is free. I have to click OK, dismiss that, unplug the USB cable & re-tap the "Connect storage to PC" button. That generates a dialogue box:
"USB utilities
"Connect USB cable to use mass storage
"Cancel"
Then I have to tap Cancel to dismiss that, replug the USB cable to get the screen you show.
Looks like Google &/or Samsung have not thought through Mac users' experience, so I'm looking for a non-root shortcut to abbreviate this process. I've been fooling around with widgets & screen shortcuts