Surprisingly, it probably does have a firewall. Cable modems are really odd devices. That said, the relevant part is the router (which may be part of the same

Surprisingly, it probably does have a firewall. Cable modems are really odd devices. That said, the relevant part is the router (which may be part of the same physical device these days), and that part certainly does have both a v4 and a v6 firewall, configured securely for both.