If you're referring to whether one should form a legal entity then the answer is almost always a yes if you're selling more than a few domains every year. Forming a company would shield you from personal liability (i.e. in case a disgruntled buyer decides to sue you, etc). It's all about risk management.
Yes, Id rather have my own ecommerce, communicate, advertise logos, offer related social media accounts and email accounts, doings things that most places would say that's not allowed, while skipping the broker fee. Extra is good, Sometimes plural is too.