There are several differences between these two approaches. The first one concerns the custody of funds. If you deposit your tokens on Meria for your staking, it is Meria that ensures the custody of the funds. On the other hand, if you delegate directly from your own wallet, you remain in control of the funds (with the responsibility of this custody).
There is also a slight difference in fees. Indeed, for most validators, fees are lower on direct delegation since you retain responsibility for the custody of your funds. In both cases, the gross ROI and the unstaking delay remain the same.