Kruhm,
"*usually* done ...
*most* recent routers ...
*i* don't see any advantage ..."
Since my AVM Fritz!Box had no DynDNS support in earlier releases and doesn't do this job well even in the current release without error messages, I use the ddclient service on my SME and believe me, it works.
There are cases, where you need this contrib.
But you are right, if the router does the DynDNS updates correctly, this method should be used.