An independent agent can look out for your interests. And the agent’s compensation does not necessarily come out of your pocket. If it did, why would the insurance company advertise to get you to cut the agent out?
Depending on the type of insurance, 80-90% of the first years premium goes to them. That’s why a lot insurance salesmen do so well if they can grow and maintain their customer base because they still get a piece of the pie 20 years after selling you the policy.