With ADSL, a *combined* "Router & ADSL Modem" is used and this replaces the USB Modem. There is still therefore an ADSL Modem involved in establishing the internet connection via the ISP.
The function of a "Router" is to allow multiple computers to have simultaneous internet access with an ISP that only allocates a single IP address. There is also the issue that USB 1.1 has a nominal data transfer speed of 12Mbps so, as ADSL speeds increase, using a USB 1.1 Modem could restrict the connection speed. A router, using ethernet connectivity running at 100Mbps, won't have a similar impact on connection speeds.