Why some university asks for recomendation letter directly to be sent from the recommender? When I was applying for PhD I was considering Germany, UK, Austria and Switzerland in my search for a position. So far, I found that each university/region has their own policies in application submission process.

For instance, I found that most of the Swiss universities ask for a direct recommendation letter from the recommender and it is not acceptable to submit it as a general one and it is only acceptable if it's sent directly from the recommender's institute email to the target university. In contrast, in Germany where applying now at a higher ranking university than the Swiss one, professors, and universities are more flexible and accepts them as a general one, so no need to be specifically produced for the particular university. 

I tried hard to find a place in Swiss universities, but I ended up rejected with no response from my previous professor as it considered time consuming for him, and I don't blame him since general recommendation letter is enough in other universities. 

Do universities that ask for such a thing consider them self better than the others and will lead them to better candidates?

The question is, why such universities make it hard for the student who apply for PhD? Is a general recommendation letter (I have 4 letters from different professors) from your previous professors where they indicate positivity about the candidate enough for such a PhD application?
By forcing the letter to be sent directly from the institutional email of the Professor, the university makes sure it is a truthful recommendation and not a modified or faked one. Such practice of faking documents in unfortunately happening in any recruitment environment, not only academia.
Even worse and common practice in academia, my own phd adviser asked me to write my own recommendation letters because he lacked time, and he just signed them. 
Such practice as described in your message partially prevent this.