Third-party sites are basically a waste of space. Seems many if not most are more about promoting people's egos than anything else. Then they get bored or po'ed over something petty and take their toys and go home, leaving all those who depend on their stuff in the lurch.
As a freeware content creator, I would like my content to be used by as many people as possible. That's the only thing I get out of it - it sure isn't money, now is it? Artificially limiting my audience by hosting on some fly-by-night website usually isn't a good way to do that. That's why I put it on the DLS.
As for speed, it's possible to have the best of both worlds: keep your stuff on the DLS and put it on a third-party site for the benefit of those without FCTs. That said, I'll take a slow DLS over a fast fly-by-night third-party site any day.
Oh, and you gotta love the file hosting at many (if not most) of these third-party sites, crawling with malware. Ugh...that reason alone is enough to deter sane users from downloading from third-party sites.