You can connect the deeplink to a microflow that requires a userrole. Mendix will force you to log in. If already a valid session, the form will be showed.
Edit: You can use a anymous microflow and test for a current user (not anonymous). Redirect to a login form.
Is a login form provided in the deeplink?
Edit 2: You made be curious. In 3.x version it worked well, but in 4.x I can not get to work. I think this has something to do with the changed function of Allowed Roles (3->4).
The module could be extended to recognize the anonymous sessions and call an alternative microflow.