Aside from the reasons already mentioned, there is one other issue that, for now, appears to be limited to Comcast/XFinity modems. The modems offered by Comcast are configured to allow a secondary WiFi hotspot to be run from your network connection to Comcast. It's listed as XfinityWiFi. Comcast claims that it's a separate network and anyone connecting to your XFinityWifi has no access to your personal network. Comcast also claims that any connection the XfinityWiFi has no bearing on your paid for connection speed. Also, XFinity also says you can turn off this feature if you so choose.
I've not tested any of these "issues" and it may be as Comcast claims, but I've been running my own modem for years without complaint or issue and no...