Hi Kevin,
Sorry for the delay getting back to you.
The GSEA's FDR is not just a corrected pValue. The nom pValue is a self-test of a single gene set vs the random null distribution generated for that set, whereas the FDR is a global competitive test among all the sets/distributions. You end up on basically the same place - you're not generally going to get a set with a significant FDR but an insignificant pValue, but because one test isn't a strict dependency of the other it can be appropriate to filter by both values.
Hope this helps,
-Anthony
Anthony S. Castanza, PhD
Curator, Molecular Signatures Database
Mesirov Lab, Department of Medicine
University of California, San Diego