I didn't really have much choice, I either got a USB modem and rely on one of my computers to act as router 24/7 (rather a waste of electricity if you ask me). Or, I could buy a modem and router in one. Because the old cable modem was presented as ethernet the linksys went straight on. I couldn't find an ADSL modem with ethernet presentation that didn't have router as well.
I suppose it makes sense really, if a manufacturer goes to the trouble of making ethernet available I suppose theres not much more in the way of hardware or software to add 'basic' router functionality as well.