With Comcast, if you use their modem/router, you are forced to share bandwidth with their public WiFi service. With your own router (like my ASUS XT8), I avoid that b/s.With Comcast you cannot change the DHCP address sent out to LAN clients. If AT&T is the same that could also be one advantage of running your own router.
I ran across odd issues with their gateway too although it was back in 2014? I think so my particular issue of it blocking ipsec phase 2 connections may be resolved. I had to buy a block of static IPs which still had to be programmed into their gateway, and even though I didn't think it would work, it did!...right before we moved again, lol.It's always worth it! But then I like knowing what my network is doing, and end up hitting weird edge cases in lots of network hardware. I forget exactly what the AT&T RGW was doing that pissed me off so I bypassed it, because it was too long ago, but man it was something. Something ipv6, IIRC, like couldn't allow incoming v6 connections or couldn't run a tunnel to he.net, etc. ipv6 really messes up the centurylink CPE after I moved too, so now I do even crazier stuff (i built a redundant pppoe client, so I can reboot one of my servers without losing sessions, kind of neat, maybe not an effective use of time)