Because they are vented to the outside, you can install a direct vent unit in rooms that normally can't have a fireplace. This includes bedrooms and bathrooms, where a vent-free unit wouldn't efficiently work. Direct vent fireplaces also offer a more realistic fires and flame pattern than other units. Flames can wrap around their artificial log sets to look more like a real wood burning fire.
Direct vent fireplaces require less maintenance and a less expensive venting system. Direct vent pipes are cheaper than the average class A chimney pipe. They don't need chimneys, so you don't have to build, maintain and repair a chimney. The only maintenance a direct vent fireplace requires is seasonal cleaning and inspection, like every type of fireplace.