I think most will tell you that once the surfer clicks on what is obviously a sponsor link, regardless of if it's to the sponsor itself, a FPA on the same domain or another domain, that we don't really care too much what happens after that
The only potential problem that you could run into is consoles - I assume some places have it in their rules that the sponsor can't have consoles, so if the FPA on your domain has consoles, then that would probably count against you.