If you want to use precisely one API, paying directly for that API is cheaper. However, that's only true with closed-source providers. Anyone can host a server running llama 3.1 that OpenRouter could (in theory) use, bringing price competition to model cost. Closed-source models have a monopoly and can set their price wherever they want.

I'm okay with spending an extra 2$ every six months to access the APIs of any model I want.