I managed to solve the issue by disabling ajax before jQuery mobile has loaded. As in this answer: How To Disable Ajax In jQuery Mobile Before Page Load?
So BEFORE jQuery mobile is called:
<script type="text/javascript" src="jquery"></script>
<script type="text/javascript">
$(document).bind("mobileinit", function () {
$.mobile.ajaxEnabled = false;
});
</script>
<script type="text/javascript" src="jquerymobile"></script>
This allows me to link to another page running the appcache (and with ajax enabled).
Thanks for your help.