Sure the MSM's can take the time out to educate the administrator, but the response is going to be much quicker if the administrator knows how the attack works and what to look for. It will also help the administrator when dealing with the other administrators. Another good reason is that with the price of these services, it's unlikely that you will be monitoring all of your points of entry. It's similar to a home burglar alarm. The same thing applies to networks.
Some companies have a lot of paths in and out of the network.
If you can't afford to have the MSM monitor all of them, have them monitor the major ones. You can monitor the other points. In the worst-case scenario, you both monitor the same paths. This is a basic overview of what Managed Security Monitoring is. If you think that this may be something for your organization, you need to consider a myriad of details before looking for a provider.