If you're referring to the markup charged by OpenRouter, you can use harnesses like OpenClaw/Hermes without it and go direct like you're saying. If you're talking about actually "routing", then you don't get that out of the box. However, the popular use of those harnesses doesn't often use the smart routing approach with a single agent. Instead, the approach is to create multiple agents, each with a role and a model tailored to that role by cost and functionality.