The question is, worse price than what? In the US you’re supposed to get at least the best price quoted at any stock exchange, the “nationally best bid and offer” (NBBO). Surprisingly, you can often do better, but this is still a good price. I don’t think you can easily do that with cryptocurrency where you normally only trade at one exchange?
Maybe relying on a third party is useful if they can get you better prices without needing accounts with all the exchanges? And brokerages normally give you a better price than any exchange. This is called price improvement. [1]
Robinhood got in trouble for falsely claiming that they get better prices than their competitors and not disclosing that they get payment for order flow, but their customers still got the NBBO I think? Although see [2].
People make a big deal about payment for order flow because they don’t like the idea of someone else making money off them, but that doesn’t mean you got a bad price.
[1] https://www.investopedia.com/terms/p/priceimprovement.asp
[2] https://mobile.twitter.com/matt_levine/status/13594921198162...