Redirecting to internal pages without the merchant knowing it can sometimes be risky. If they move the page, your link is now broken. If they don't run a custom 404, your traffic might get an error and might give up before getting to the destination.
If you are doing it for a product link, it might be safer to redirect to a product category, i.e. Sony TV's, rather than to a specific model. The model might get replaced, but the category probably would not go away.
Just my opinion...
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