I travelled mostly Europe and SEA and ask directly for everything longer than a night or two. Yes, listed prices on websites are almost always higher, and no I couldn't get a better price than with booking in the majority of cases.

Usually booking maximal a week before arrival. So maybe that's why?

Maybe it depends on where exactly, or what kind of hotels, how late you are with your booking, or the booking genius I have, however I had the exact opposite impression.

I travel mostly Europe and it happens all the time. Also I have a past working in a travel/booking agency and if you are big enough you can get discount prices from hotels because they know you are going to book them X days of rooms over a month. So, they reduce their margin but gets more exposure/promotion by the travel agency.

With flights it's a different thing, but it can happen as well.