What is the difference in booking excursions thought Carnival or booking them through the direct company?

Question

Can someone please explain to me the difference in booking our excursions though our cruise line Carnival or booking our excursions though the company directly. We are intested in going cave tubing. There is an option to book that through carnival or to go to www.cave-tubing.com and booking it. Is it safe to go though a company itself?