Sorry for the delayed response.
I believe what your looking for when you want to force the user to authenticate when they visit your Application is called "Authenticated Referrals". Unfortunately, that feature has been removed from Facebook so that there's not a built-in way to automatically require users to approve your app before getting access.
The best suggestion I have now is to make your site setup to be completely for "Registered Only" users by setting your menu items, articles, and content that way. Then, have a good landing page with a big "Login with Facebook" button, or whatever, that explains the user needs to register to go any further.
With the above, if the user denies the application, they won't be able to get anywhere because Joomla will not see them as a registered user.
Hope that makes sense, but if you have any other questions, just let us know.
Thanks,
Alex