Deep links are good. But yes, any link can point to your home page if you want it to.
I would ask them to point the link to the most relevant page. If you are trying to promote a page about poker, then the link should point to the poker page. If you’re promoting slots, then point the link to the slots page.
Incoming visitors will be happier this way, because they will find exactly what they are looking for right away. If you point a poker link to your home page, and if the home page doesn’t have much poker content, the visitor will not be happy with this. They might spend a few seconds looking at your menu, searching for a link to the poker section (which is where they wanted to be in the first place), or they may just leave.
Links that point to deep pages in the site also boost the PR of that page. Higher PR positively affects the page’s placement in the SERPS.