That's sometimes true but lots of the time the Mac AppStore and the version on a developer's site are the same. One thing you don't get from the Mac AppStore though is upgrade pricing which developers often offer of the software was purchased directly from them.
As for me, I have software purchased from both sources. When I first got my Mac, I got software thru a variety of "bundle" deals where you might get 5-10 apps for a single fixed price. You might only want 1-3 of the apps, but the bundle price is usually cheaper than buying them individually and you still get a full license that you can use for upgrading later.