You will lose the page to page 301 passing link value.
I would just point out to them the importance of maintaining/developing links at a deeper level in the site, even throw them a couple of example URLs if possible. If they don't get it, turn the table and ask them to explain how doing a name server redirect will maintain the internally flowing link equity.
Yes you are perfectly right. Any visitor will expect to land on a corresponding page, so they get what they want, there is trust and they don't jump of the site. I would have thought having information on the page relating to the domain change puts people at rest.
