Sometimes it's worth the risk when the OTA has access to fares that are orders of magnitude lower than booking direct. During one of big the CDG sales last winter, I had to use SkyBooker in order to take advantage. I used their online chat feature to confirm that it booked into V and not E, then confirmed with DL that it wasn't a bulk or exception ticket. Everything went fine with the trip and mileage postings, and DL was even able to modify the ticket after a schedule change.