The problem with selling direct is, if people don't like your themes, they'll go searching elsewhere and you get nothing. If you're in a larger site, if they go elsewhere and you've sent them to the site with your affiliate code, you get a chance of a sale after all, even if it is less than you'd make off your own theme.

Whether that's worth the 30% you're giving away, I don't know. I do know it means the designer/author hasn't had to program (or pay to have programmed) any payment gateway, doesn't have to deal with refunds, isn't a higher target for being hacked as they're dealing with e-commerce, etc etc.

Basically, if you have a small number of themes and don't like programming, my gut feeling is you're better off on a large-ish site who is getting traffic independently from your efforts. If you can make a ton of good themes and handle all the programming and marketing, being on your own starts to make more sense.