Can you name a provider? I personally use Stripe Tax for my business and while they will calculate the taxes you owe in each municipality it is totally on you to create an account with each country/state's Department of Revenue and fill out a form quarterly to submit your payments.
This paperwork is what I believe a marketplace like the App Store or Amazon do for you under their own entity that you have to do yourself if you bypass their stores.
Please correct me if I'm wrong.