Direct insurance?

I use to see a lot of ads saying you can purchase insurance directly through the insurance companies instead of going with a agent which would save a lot of money also, but that was with offbrand/ unknown insurers. Recently I had a accident and my agency was pretty useless progressive has settled my salvage claim and I called my agent that I pay and they hardly even knew anything about the accident. What exactly am I paying a middle man for & are they required to have insurance with a big brand company? Someone please educate me more on this topic