What are the benefits to having my ex pay child support through the state of Missouri instead of paying me directly?

Currently my ex is paying me child support directly. We've only been divorced 11 months. He has always paid on time and in full. However within six months of the divorce he has asked to modify things from the decree. Such as the agreement for my children and I to stay in the house for next 5 years, with him paying the majority of house expenses. We have sold the house and my children and I are now in an apartment. He has asked that I apply for MO. Health Net because health insurance, which he agreed to pay for the children, is too expensive. His business is doing poorly and he went through a large inheritance fairly quickly trying to keep the business afloat. He is now saying he may move out of state for a new job. He has been very dishonest throughout the marriage and div. proceedings. I'm worried he will no longer pay child support. Is there any advantage to having him pay the child support through the state? Or should we continue having me paid directly until he is late with payments and then I pursue through the state child support service. He does not want me to ask the state to get involved even though he originally asked, in the decree, for payments to be made through the state. I'm afraid of him walking away from his responsibilities. Thank you for your time.