When you take pills, you get however many milligrams of the substance are in the pills. You're probably thinking of flax oil and other sources of ALA, which your body must convert itself into EPA and DHA. Yes, one of the reasons to get it from algae directly is you avoid the environmental pollutants that accumulate in the marine ecosystem as you go up the food chain (PCBs, dioxins, mercury, etc.).
P.S.: You should still avoid big species like tuna or swordfish, since they have high concentrations of mercury.