In general booking on Cathay is preferable. You don't have any problems of buck-passing if there are issues later.

But based on recent experience I would make one exception - if you're booking a Cathay flight starting in India then their payment processing is utterly broken (at least for credit cards not issued in India) to the extent that I have found it impossible to get a transaction to complete (the website says wait 72 hours for confirmation, even after 3DS verification on the credit card, then 3 days later CX says HSBC refused payment and HSBC say, no, we authorised it and we are waiting for the transaction to be posted). So in this case using a travel agent (whether online or physical) may be the only way to actualy succeed in making a booking.