Why should one buy through digikey or element14?
The main advantage ordering from Digi-Key, Mouser, Element-14, Future Electronics etc. is convenience and selection.  If you have a particular part you need, one of these will usually have it, or it's not going to be in stock anywhere.  Generally a part will be available in several different package styles and temperature ranges.

On eBay and other auction sites, its going to a hit or miss situation.  Generally only the more popular parts are going to be available, and in a limited number of packages and temperature range.

With any of the major distributors, you have the ability to do a parametric search based on the specifications of the kind of device you are looking for, so you can compare different parts and costs.  You won't be able to search for much more than the part number on the auction sites.

The biggest disadvantage ordering through eBay is shipping time.  On the page you linked to, it is 11-20 days for the US, and 15-30 days for Europe.  With the major distributors, you can usually order parts as late as 9:00 Eastern time and get them the next day (for a hefty price). This is important sometimes during development on a tight schedule.  If you can wait a few days, you can get parts via Priority Mail for a fixed price of around $6 -- obviously still a lot more than the free shipping offered by the Chinese sites.

Another advantage to buying from Digi-Key etc. is that you can easily order several different kinds of parts easily, while on the auction sites you would have to make several different transactions.

Both the distributors and the auction sites generally allow returns, within 14 days or so.

But -- as you point out, the auction sites can be much cheaper.  So if you are only ordering a few different types of parts, can find exactly what you want on the auction sites, and can wait a couple of weeks or so for them to arrive, maybe that is the smartest way to go.

Most companies that have gone into production and are having their PCB's assembled in China buy their parts directly over there, much cheaper than they can get them anywhere in the US (even direct from the manufacturer).