Each firm charges its own fees for purchasing T-bills and acting as custodian. That’s why I only recommend using the brokerage firm to buy if you are buying from an IRA or retirement account that requires custodianship. TreasuryDirect won’t do that for you.
Also, when you buy from TD, you get the Monday auction price. At a brokerage you are buying in the open marketplace. And you don’t get the opportunity to auto-renew at maturity.