Yes you get full benefits on airlines when using an OTA (unlike the hotel chains where you do not receive your benefits when booking via a third party).

The big issue with OTAs is that they control the ticket until T-24 (when DL takes it over). That means if anything happens to the ticket before T-24 (schedule change, flight cancellation, etc.) you have to deal with the OTA instead of Delta which can be a huge PITA (and where most of the horror stories come from). That said using an OTA is perfectly fine and not a big deal if everything goes according to plan but you should still always book directly with the airline to streamline things if they go wrong unless the OTA has some complex itinerary that the airline can't or won't price.