I don't really see how. If he only has one computer connected to the network and it's off, what difference does it make if his internet connection is on and connected?
Then, when his computer turns on, he's most likely turning on the internet after he logs in. Which is pretty much the same as if he had it already connected, minus the time wasted by actually turning it on.
Besides, that's why most routers do a sort of firewall and SPI detection themselves, as well as having firewalls on the PC.
To each his own though. I get what you're saying, but I think that most people that have DSL and a router, usually have their router set to PPPoE and have their username and password programmed in it. That's why broadband is usually referred to as, "always on".
edit - *woops... missed a "P" in PPPoE*