Why work harder then you should?
Perhaps because the airline wants you to work harder than you should for the job to make sure that you're a worthy candidate?
An agency will not promote you to the airline as much as you would promote yourself.
Applying directly gives you full control over the application and ensures any communication from the airline is timely.
Consider this: an airline calls you for additional information on a Friday morning.
You applied directly: You have all Friday afternoon and most of the weekend to generate a professional response, which you submit Sunday evening and the airline sees on Monday morning. The airline identifies that you worked over the weekend, so you really want this job and they give you the benefit of the doubt if the response is slightly weaker than they would have liked.
You applied through the agency: The agency gets the request but, because its Friday and no office staff do work on Friday, it sits until late Monday morning because of conversations relating to [sports, TV, social commentary, etc.]. As a result, you find out late Monday and do one of two things:
a) You generate a strong response, which takes two days. You submit on Wednesday to find out they made their decision on Tuesday and they figured you no longer wanted the job, or
b) You generate a weak response which takes a half day, is in on Tuesday and your application is rejected on the Wednesday because they think you don't have the work ethic to put any effort in to a simple resume request so how could you be trusted with millions of dollars worth of metal?