The warranty is the greatest benefit when buying your parts from the shop
doing the work.  The warranty is also the main reason the shop usually will
mark-up the price 50%+++.

Take a water pump, for example.  You can buy one online for $60 - $70.  A
decent sized shop can buy it wholesale for ~$45, but they are likely going
to charge the customer $80 - $90.  Consider the extra cost as an insurance
premium against the water pump going bad in the next 12 months/12,000 miles
(standard warranty).  If that pump goes bad, the shop will have to pay a
mechanic the flat rate labor cost to replace it.  If you supplied the pump,
you're paying the shop to do the job a second time.

My Father was in the repair business for 50+ years, and the general rule of
thumb was always: "Labor pays the overhead, parts pays the profit."

Cheers,

Jeff