Does anyone know if it is essential to have affiliate links, that are inside an iPhone App, go through Mobile Safari first to set the tracking code before they open up the iTunes Store app?
Great question. I am currently looking into this one as well.
It will enable the user to go directly from an app to the iTunes Store or the App Store without first opening the web browser app. It is not recommended to use this method for website integrations as it limits reporting.
Nope, you can skip the redirect to LinkShare if you want but as Joolifinna mentions it limits your reporting, specifically the click and conversion rate metrics.