I still use the website to browse beatmaps, unless i want a very specific one. Having various tabs open is nice and you can also use stuff like osusearch.com.
I like osu!direct because of the in-game downloads while in multiplayer, spectate or when clicking on a link; which is really comfortable ^^
Don't be disappointed for supporting a game you love!
We might see this implemented in osu!lazer though. Hopefully ^~^