Paul, thanks for your advice about SSH.
There are several ways to access a server. VPN/SSH is one of them. Via a phone line (POTS)/modem is another one of them.
They might do the same job, but they sure are different means, for different needs.
So Why would you need a modem? Well, I don't know about your needs.
Why would I setup a modem? Because I need phone access to my server.
Simple.
Cheers.
Lapin