There is really no difference in the reservations made through the concierge vs. yourself. The way I see it is there are two possible plusses in having the concierge make your reservations for you. The first is, if you want a reservation that is hard to get, tell the concierge (preferably before the soonest date you can call) and they will pull it for you if there is one available. The second is, they may/sometimes mention you are a concierge guest on the reservation (that the host or hostess sees), but I have never benefited from that.
What we usually do is, make our own reservations. Then any we could not get we ask the concierge to try for. This usually works out well, last time we went we ended up with all the PS we needed.