yeah, most people being connected nowadays through broadband routers/modem, they do have a hardware firewall already
and I'm sorry but a software firewall can do so many things that common routers' firewall can't , at least like you said when "something" could reach the system and the hardware firewall didn't stop it, not mentioning that hardware firewalls found in common routers are often feature limited and/or very user/unfriendly. They're good and unavoidable as a first major layer of security between you and the network, but they're just the first one...
