Deeplinks allows for instant invocation of the user's preferred wallet application (even if it is a webapp), with the correct parameterization of the transaction that can then only be confirmed by the (authenticated) user.
URLs embedded in QR-codes, hyperlinks in web-pages, emails or chat messages provide for robust cross-application signaling between very loosely coupled applications.
You can use deep-links for things like:
Creating a link so your users can open your app directly in MetaMask mobile to interact with your application with their Ethereum account.
Providing a one-click experience such that users can easily make payments to another account (with pre-filled parameters like recipient address, amount, network, etc.)
Let your users make gasless and instant transactions with Connext Payment Channel requests! (note, this is subject to work only if the user has opted in for the InstaPay experimental feature)