I travelled mostly Europe and SEA and ask directly for everything longer than a night or two. Yes, listed prices on websites are almost always higher, and no I couldn't get a better price than with booking in the majority of cases.
Usually booking maximal a week before arrival. So maybe that's why?
Maybe it depends on where exactly, or what kind of hotels, how late you are with your booking, or the booking genius I have, however I had the exact opposite impression.