Direct Purchases should indeed make it easier to acquire the content users are watching -- just click on the stream and a window will pop up to buy the matching game or DLC, no switching to a separate storefront necessary. Nor do you need to fiddle with codes or tokens; Once bought, content sits in a user's Windows 10 or Xbox library, waiting to be downloaded.
Buying directly from a streamer (they have to be a Mixer partner) gives them a 5 percent cut of the purchase price, which is a nice feedback loop for viewers to give back to their favorite channels. And it makes things easier on the broadcaster's end: aside from choosing what version (base, collector's edition, etc) or extra content (DLC, cosmetic packs, etc) they want the in-stream shop window to promote, content creators don't have to remember to drop the right links in the video description or mention them mid-stream.
Obviously, Microsoft makes out by funneling viewers toward their own shop, but at least it's a convenience for consumers. Plus, Direct Purchase is available for all 5,000-plus games in the Microsoft Store,including Xbox, Windows 10 & Xbox Play Anywhere games and DLC. Streamers have to activate the feature for each stream, but there are plenty of incentives (including promotional options) that should make it a no-brainer to switch it on.