I missed that war…damn 
So lets restart it. Cookie Wars II. Just kidding.
I can see the beneifit of who closes the sale gets it. In fact it is the right way to do it so long as type-ins and Bookmarks returning to the site following the last referral do not overwrite the afiliate cookie.
Also there is a scenario where the opposite is useful. A while back I had a comparison site where you could compare (example) the T&C’s of one against another side by side in frames. Because a number of casinos didn’t allow deep-linking, I loaded up the homepage first, then redirected to the T&C’s.
But I can see this is open to abuse.
In my opinion the whole cookie thing could use a rethink. One possible scenario would be for casino cookies to pick up the referring URL (domain name) and match it against the affiliates sites, dispensing with aff ids. An affiliate would register the sites with each program. This could have several advantages: firstly you could just send players to the casino straight (ie: http://www.allslots.com) without needing to go get link code. Secondly, You could deep link. Thirdly it would make email spam harder and also allow affiliate programs to more easily identify spammers. Fourthly you wouldn’t need different campaigns per site as the referring URL does that for you effectively and for multiple site owners make it easier to get stats by site. Finally, to the naked eye (ie: player) they just see the casino URL and not an affiliate URL.