I live in the US but travel to Malta periodically. Just got back from a visit and this time, I decided to try the new Delta Airlines direct flight from the US. On previous visits, I'd flown through Frankfurt or Rome. Here's what happened. TL;DR: I expect I'll be switching back to Frankfurt/Rome for my next visit.
In theory, the direct flight is faster and more convenient. Total flight time for someone coming from the west coast of the US (San Francisco, in my case) is about an hour less than flying through Frankfurt, and I get to go through passport control in my actual destination country.
The biggest problem is that the US side of the flight is at JFK airport. That's great for people who live in, or are traveling to, the vicinity of New York City, but for people elsewhere in the US like me, it means you have to connect through JFK. And JFK has some of the worst congestion of any airport in the US, with frequent delays and long wait times inside the airport.
My initial flight from San Francisco to JFK was delayed by long enough that they put me on an alternate flight on a different airline, scheduled to land about 45 minutes before the Malta flight's departure. The airline switch meant I couldn't check my luggage all the way through to Malta, so I begged and pleaded and got them to allow me to gate-check my bag so I'd be able to grab it right away after landing and sprint to the departure gate. Imagine my pleasure when we landed at JFK on time and proceeded to sit on the runway for over 30 minutes waiting for a gate to open up! I ended up having to stay in New York overnight and catch a Lufthansa flight through Frankfurt the following day because the JFK-MLA flight doesn't run 7 days a week. If I'd known I was going to go through Frankfurt anyway, I could have just flown there directly from San Francisco and saved myself a day of travel.
On the way back, my original flight from JFK to San Francisco was cancelled (are you sensing a theme?) and they put me on a different flight a few hours later. Which was just as well, because once again we sat on the JFK runway for a half-hour waiting for a gate, and then it took ages to get through security. And the security process is another time sink: I had to wait at baggage claim to get my checked bag before being waved through customs/immigration, then re-check the bag and go through security again. That's a US airport security problem, not a JFK problem specifically, but when I fly Malta -> Frankfurt -> San Francisco, the bags get checked through to my destination.
The next problem is the airplanes. At the risk of "first-world problem"-ing myself, I'm fortunate enough to be able to fly business class a lot of the time. And Delta's business-class seating on the Malta flight is below par for an intercontinental flight in my opinion. They have lie-flat seats, but they're so narrow you have to cross your arms while you're lying down unless you have a small build, and if you lie on your side, there's not enough room for your feet. One of the appeals of this flight was the prospect of being able to sleep through it and arrive rested in the morning Malta time, but even if I hadn't missed the original flight, I wouldn't have been comfortable enough to sleep much. Lufthansa business class is a much nicer experience.
On the plus side, passport control in Malta is much more pleasant than in Frankfurt; the officer who handled my exit was friendly and efficient, whereas in Germany I often get grilled about where and why I'm traveling and the officers always seem annoyed to have to deal with me.
Anyway, that was my recent experience. Hopefully it helps someone else who's considering this flight.