Why the hell be the middle man????

I booked flights to Portugal through STA Travel on 4 August 2017, I made the full payment immediately and the agency booked the flights for me. Something unexpected came up and on 9 August I unfortunately had to cancel those flights, understanding of course that there is a cancellation fee. I was told by the agent that the refund will take up to 4 business days. It's has been 5 weeks and I still have not received my money back. There has been communication with the Agent and I am told that they are waiting on the airline (Taag) to refund my money. My problem is that I did not pay the airline, I paid the agency. Why then are they not refunding me and then waiting on the airline to refund them? That is the purpose of being the middle man is it not. Needless to say I am highly annoyed.

Please note that this complaint has nothing to do with the agent. She has been helpful in communicating feedback. I will, however, not be recommending STA Travel to anyone.