[autoexec]

Not only that, but you don't need your OS handling and selectively allowing or dropping every random packet thrown at your IP either. You don't want to even have to worry about an OS inadvertently revealing info about your devices because of how they're accepting/dropping packets or screwing that up and letting in things it shouldn't. You can offload all that work to your gateway and free up your devices to only handle the traffic that they actually care about.

You can still have a DMZ, servers, and devices directly connected to the internet, but a gateway with a stateful firewall is a wonderful thing and your typical gateway with NAT helps makes things dead simple solving far more problems than it causes.