It is very common for websites to have a sitewide link (a link on every page) pointing back to the home page. If for no other reason, it gives your sites users an easy navigational route back to the (presumably) starting point of your site. More often that not users expect to easily find a link back to the home page.
But just what is your home page? Is it the same as your domain name or is it something like www.mysite.com/default or www.mysite.com/index.htm? Whilst the content and therefore visual appearance is no different you are creating a mixed message if your home page isn’t just your domain name.
By not pointing back to your domain name you are making the search engines decide for themselves what your homepage is and this could be detrimental to your search rankings, ...