Cleared to a IAF.
Cleared for the Approach.
The second clearance is an addition to the first clearance. You are still cleared to the IAF.
The ATC controllers are watching your radar return and waiting with your approach clearance till they are assured the aircraft is heading to the IAF.
Scenario:
You are on radar vectors on a heading away from the IAF ( like on an extended downwind).
ATC clears you to the IAF.
Once you are on a heading towards the IAF you receive the Approach clearance (from that fix).