For most people it comes down to price.
It is wise to check both the sites directly with any discount codes you may have as well as Auto Europe.
The main benefit Auto Europe offers is that they in most all cases sell insurance through the car rental company for much less expensive than at the counter. Many of the car rental companies will not even sell the extra insurance online.
If you plan on using your credit card's coverage, that is fine as long as you read the fine print and understand the coverage, in this case Auto Europe's biggest cost benefit would be gone.
By understand I mean that you will have to pay a large sum on your card as a hold, 1500 euro I believe is the current figure if you buy nothing and state the credit card as your coverage. No damage, hold off. Damage, charge goes against your card and then you need to deal with your card, get receipts, etc... to get the money back.
If you don't have that much excess credit available, then the credit card coverage may not work.
Compared to the car rental coverage where in most cases you have a much smaller hold and if fully covered you walk away never having to deal with paperwork or anything else to spoil your trip and post trip experience.
Other than lower cost insurance, the other benefits are smaller but for some may be valuable:
They have US based customer service to help you out if there are any issues. Sometimes this extra party on your side can be beneficial and Hertz or Avis France is run completely independent from the US Headquarters.
They often offer a free or very low cost GPS program, I was not crazy about they way they do it, so don't consider a benefit, some might (they ship you a preloaded/mapped garmin type device for you to take on your trip and send back to them in Maine after)
As far as benefits of using the car company direct:
Price (sometimes they will be cheaper for you, sometimes they will not)
No prepay. You reserve with no deposit and pay at the counter. Auto Europe requires full prepayment, is fully refundable but still ties up your cash sooner.
Everything I stated would apply in most every country in Europe, not just France.