Good question Terpe. At the end of the day they offer compensation and additional cover & you'd need to check how this stacks up with what the carrier offers if you go direct
... Parcel Hero Insurance & Compensation
Unlike other international couriers, ParcelHero® offers £50 free cover on every delivery as standard. We minimise any risk of loss or damage by only offering the services of the world’s best and most reliable carriers. However because your international package will be handled multiple times before delivery it is re-assuring to know that your package is covered. Additional Insurance Protection is also available.
For routine throughout shipment stuff - tracking, locating item at the other end etc it's dealt with by the carrier ie DHL
Article here (mainly UK service related) http://elogmag.com/magazine/57/c2c_s...___parce.shtml