Given the diagram you've shown;
The first line shows a keyboard connected to a Mac using USB (this is fine, and the current way of doing it). The Mac then connects to the interface using USB (again, fine). The diagram then shows the interface going through a DI box to connect to the mixer. If you're playing on stage, and you're quite a distance from the mixer, this is how you'd do it. In a bedroom scenario, you don't need the DI box; just take your two TS cables from the interface, and put them straight into the mixer.
One caveat on this solution; do NOT have the keyboard and interface going into the same USB hub if it's unpowered. You'll probably overload it, and strange things will happen. Use a powered hub, or just two separate USB ports on the Mac.
The second line you've shown will work, but by taking away the Interface, you're relying on the Mac to produce the actual sounds. The Mac sound card isn't the greatest, and it adds extra load on the CPU. However, because you don't need the DI Box in a bedroom, you're looking at the lowest cost solution.
The last line is the solution if you have an older keyboard which only has the five-pin DIN plugs for MIDI. Your Mac won't have these connections, so you absolutely need the Interface (most interfaces have the five-pin connections as well as USB). Again - the DI Box is only needed if you're playing on a stage.