It's amazing how many times you buy direct from a vendor and then it comes via Fulfilled by Amazon.
The other issue is when anything goes wrong I've had a hell of a time with some vendors. It's a crapshoot - some vendors ship quickly and competently, and handle customer service like returns quite well. Others you might end up with your product not even shipping for a week much less arriving, even though the store says "in stock ships tomorrow". Due to this, when I really must have something on time or if it's a risky purchase I have a good chance of needing to return I tend towards just getting it with Amazon.
A lot of smaller shops simply don't want to deal with logistics and customer service - it's hard to compete on Amazon for shipping costs. And warehouse/returns/etc. is just a nightmare for a small shop. I absolutely understand why a small speciality manufacturer with a few dozen low volume SKUs would prefer to just use FBA and be done with it.