..just to clarify this a bit, by "cnet downloader", the original poster was referring to a fairly new thing which some of you may or may not have experienced by now, depending on how much you use cnet to fit your needs of downloading.
This downloader (or "installer" as cnet rather calls it) was introduced at the end of July to present a rather unclear purpose - they say that it's meant to increase security in some way, but at the same time, more cautious people (like myself), who already know their ways around the Internet and have some technical experience, are unlikely to consider this an increase in security (or comfort for that matter) and may even consider it a security risk (details below).
Some people are OK with this black box behaviour (and impersonalization in a way) - but others are not.
Googling today brought up a bunch of pages referring to this topic,
most prominently a multitude of this one as an introductory post by cnet itself (+comments):
http://download.cnet.com/8301-2007_4-20084435-12/cnet-installer-powers-secure-downloads-from-cnet-download.com/
then a few like -this- one, which is a bit more discerning already (+comments):
http://www.ghacks.net/2011/08/17/the-cnet-download-com-installer/
next to a few others, mostly rather not positive or describing concerns or specific problems with it.
Last but not least, here are two examples of cnet pages, that include the cnet installer:
http://download.cnet.com/Auslogics-Disk-Defrag/3000-2094_4-10567503.html?part=dl-6267754&subj=dl&tag=button
http://download.cnet.com/Circle-Dock-32bit/3000-2344_4-10915490.html?tag=mncol;1
(I'm not affiliated with any of those pages or programs, so don't blame me.)
Following the prominent "Download Now" button on those last two pages downloads the cnet installer for those specific programs (aka "the new secure way"), while clicking the "Direct Download Link" just below that button directly downloads the programs (aka "the way the Download Now button behaved before this" aka "what i really expected").
So, downloading the installer is one more download needed than we were used to. Going through the installer to install the program includes some obscure offer to install some bar or add-on (may vary between different downloads) and it creates some files in the %appdata% league and a shortcut on the desktop without asking. Just saying, that's how it is.
Now, you *need* to login to cnet to be able to click the "Direct Download Link" and, from what I have heard, not everyone, who just wanted to download something, would be willing to create an account first - so they kind of "force" people to use the installer, create an account or buzz off. That's not being transparent and rather unacceptable IMO. (Yes, I have a cnet account and I don't feel bad about it.)
Since there are software developers who redirect to cnet for their programs to get downloaded, some of them might experience a decrease in downloads and thus also in popularity of their programs - depending on what sort of people visit their page (or use their programs).
From my perspective, people who like the concept of applets, widgets, 1-click auctions and sharing social networking accounts with other websites (like cnet) are more likely to be OK with just another black box thing like the cnet installer. One of the things I expect from a piece of software (and everything else too really) is to keep a certain level of transparency and traceability (yes, controllability too), so that I feel comfortable enough to use it. I don't feel comfortable with downloaders/installers containing ad-ware (site-specific or otherwise).
Directly downloading from other sites (like MG etc) doesn't automatically mean it's more (or less) likely to contain malicious things. (Use some common sense.) Literally every feature a site provides could be attributed positively -or- negatively.
The original question as to Why use the cnet installer remains unanswered. It's a personal choice of trust (or distrust or even other aspects) and whether certain behaviour fits along one's guidelines or not.
I have yet to see an actual security-related benefit in using the cnet installer over a direct download and I also like keeping the actual program's installer for later use, thus I will always prefer a direct download.