In a simplistic analysis, probiotics supplements would be cheaper than yogurt. How much is yogurt? I think it's a few RM each. Whereas for probiotics each capsule is less than RM1.

Secondly, with probiotics you know exactly what bacteria strains you're getting (can even get multiple strains) and what is the quantity - e.g. Now's Gr8-Dophilus with 8 strains totalling 4 billion organisms. I don't think yogurt will give you the details.

Thirdly, as already mentioned, yogurt contains stuff you don't want like the excess sugar.