Many online math games are designed purely for entertainment and won't do much in terms of teaching your child. While these games can be fun and engaging for third graders, you want to choose games that will practice the skills being taught in school.
Almost everything you do with your child can be turned into an opportunity to learn - and worksheets can give you the guidance you need to find those opportunities.
Third grade can be particularly challenging when it comes to math, as this is the year that students are learning about fractions, measuring and weighing objects, graphing and counting money. Most importantly, third graders should be comfortable with the basics of math such as adding, subtracting, multiplying and dividing. If your child isn't comfortable with these basic components, it's almost inevitable that he or she will struggle with future math lessons.
If your child is used to doing a worksheet or two, they will be able to do this quite easily, and will understand that they need to complete the task before they can move on to the next activity. Worksheets also help your child to learn how to follow instructions, and teach them about following rules.