Regarding DMZ, I've used it on every router I've had the last 20 years, but there is one specific reason I can think of to not forward "everything" to a non-existent DMZ machine:
It is still NAT, and thus requires the router to keep a dynamic routing table of incoming NAT. Routers have limited memory and ISPs offer ever increasing bandwidth. It is conceiveable that a router could lock up on a syn-flood because it has to track as many incoming connect requests as possible until they expire. The DMZ setting indicates that the incoming connection is "expected", so the state has to be tracked. Instead of DMZ, if only a couple of ports are specifically forwarded by the other settings, the remainder of requests can be dropped without state-keeping.
In the days of 802.11b, I had a router that was difficult to block port 0 (SN-789 show notes reminded me of it) and was my primary reason to use DMZ to forward everything to nowhere. My current router does not suffer this problem. It should be noted that the likelihood of the above situation being a problem boils down to the likelihood of becoming someone's specific target for a specific attack. Dynamic address assignment by the ISP is one of the mitigations for it.
Troy
It is still NAT, and thus requires the router to keep a dynamic routing table of incoming NAT. Routers have limited memory and ISPs offer ever increasing bandwidth. It is conceiveable that a router could lock up on a syn-flood because it has to track as many incoming connect requests as possible until they expire. The DMZ setting indicates that the incoming connection is "expected", so the state has to be tracked. Instead of DMZ, if only a couple of ports are specifically forwarded by the other settings, the remainder of requests can be dropped without state-keeping.
In the days of 802.11b, I had a router that was difficult to block port 0 (SN-789 show notes reminded me of it) and was my primary reason to use DMZ to forward everything to nowhere. My current router does not suffer this problem. It should be noted that the likelihood of the above situation being a problem boils down to the likelihood of becoming someone's specific target for a specific attack. Dynamic address assignment by the ISP is one of the mitigations for it.
Troy