DMA gives control over venue, order type and timing, which is essential for any strategy that depends on queue-position or on avoiding certain venues. The broker's pre-trade-risk-checks still sit in the path, as they must.
It is not automatically better. A trader who routes badly with DMA can easily underperform a competent smart-order-router, because the router is measuring things they are not.
Example: with DMA you post a post-only-order on an inverted venue to earn a short queue, then sweep three venues with an intermarket-sweep-order when the level breaks. Through a standard retail route, both decisions are made for you and the fill arrives with no venue choice at all.
Related: sponsored-access, smart-order-router, order-routing, pre-trade-risk-check