There are some products you can't get directly from Amazon. I recently bought an imported food ingredient that wasn't available "fulfilled by Amazon". However, the seller was a reputable imported food store, with physical retail locations - just not in my area.
The advantage of buying it from a seller on Amazon is that I don't have to deal with or worry about a 3rd party payment processor, if I want to use my credit card. There's also a chance that Amazon's customer service can save you from certain bad seller situations, like the time a seller sent me that partial order.
Basically, I tend to buy from 3rd party sellers as a last resort. But there has to be a good reason for it, other than saving just a little bit of money.