The supplement industry is completely unregulated. Someone who didn't graduate high school could purchase capsules, pack them with powder in their mom's basement, slap on a pretty label, and sell it as the "Ultimate Weight Loss" pill. The FDA has made several warnings against supplements.
Even if the supplements you take are safe, as low as 5% is actually absorbed into your body. IV vitamin infusions are 100% absorbed and pharmaceutical-grade so you know exactly what you are putting into your body.