[Monsieur]

Hey there!

A link from a page other than the index page doesn't make any difference to Google (can't say too much about other search engines as Google is the only one I did much research for).

It might even be better for your ranking because it would seem more relevant (from the theme) for the search engine.

The only thing that would go for the index page instead of the category page would be that the index page probably has higher PR (which, seen as only factor, doesn't count anything these days, but implies other (valuable) things as well) so a link from the index could have a higher value.

Personally I would go for relevant theme links so I'ld be perfectly fine with the category backlink ;-)