[saiya-jin]

That's... a bit extreme even for my experience, but I guess 4 legs and bad luck can do this to you, max I've ever done was 3 (and they lost my big luggage for a week without any info about it but that's another topic).

But yes that's exactly why we buy directly. Compare it to our trip to Bolivia via Miami few years ago. Come to the airport, do you have US ESTA visa? Nope what is that? We dont' travel to US so don't know its policies, just want to fly to Bolivia. Yeah but you go via Miami, its not secured airport unlike most airports anywhere, you need full tourist US ESTA visa. OK we go to airlines helpdesk (British airways) by their recommendation, they do quick ESTA for us based on our passports.

All good, we fly to London, but then flight to Miami is a no-go at the gate, can't find our ESTA code. Some US personnel on the airport in Heathrow found out the person who made ESTA selected incorrect country in our application. 30 minutes to departure. Sorry no-go. Straight on the airport within 20 minutes we got free tickets for same flight next day and other remaining leg and did ESTA correctly ourselves.

I have few similar stories, but they all point to the same conclusion - its not worth the extra risk, especially if there are more legs and multiple airlines are involved. It all looks nice till first cancellation happens. The amount of frustration and stress can easily ruin any mental benefits of (usually quite costly due to 4 of us) vacations.