The short answer
Yes. You can apply for a tourist eVisa yourself, book your own flights and hotel, arrange your own transfers, and issue your own Nusuk permit. Nothing about Umrah requires an agent.
When independent works well
- You have performed Umrah before and know the ground
- You are travelling alone or as a couple, without elderly parents or young children
- Your dates are outside Ramadan and outside school holidays
- You are comfortable arranging transfers on arrival, in a country where you may not speak the language
- You can absorb a disruption yourself — a cancelled flight, a hotel that is not where the listing implied
When it usually does not
Ramadan is the clearest case. Haram-precinct hotels are allocated to operators months ahead, and independent booking at that time means paying more for something further out, if anything is available at all.
The other case is anyone travelling with dependants. The distance from the hotel to the Haram, the reliability of the transfer, and having a group leader who can be called are worth considerably more when you are responsible for someone else.
The honest cost comparison
Independent booking is sometimes cheaper in a quiet month, particularly if you are flexible on hotel and willing to stay further from the Haram. In peak season it is usually more expensive, because operators hold allocation that individuals cannot access.
If you are comparing, compare properly: flight, visa, both hotels, four transfers, and insurance. A package price looks high next to a flight price and reasonable next to the full list.