I'm also wondering about this question - never booked MU before. I'm looking at an upcoming IST-PVG trip; I would much rather fly nonstop than IST-CDG/AMS-PVG, which is what AF/KL is offering me. Unfortunately, for nonstop, MU is the only one which offers that routing if booked directly. I refuse to book 3rd-party when it comes to airlines.
+1 on moondog's comment. The mainland chinese airlines function differently from Western airlines......I mean, sure you can try to deal with MU's website at your own risk. But given the numerous recommendations by many seasoned travellers over on the China forum regarding this topic, why avoid a 3rd party in this case ?