USB works fine in Windows with some ISP's. Nonetheless, even if my ISP happened to be good with USB modems I'd still use the NIC simply because it is alot lighter on resources and has better+more reliable throughput than USB could ever dream of having. USB sucks. I won't even buy a USB MP3 player anymore(because I'm sold on FireWire). USB uses up alot of CPU cycles, it is buggy, it is unreliable and it provides a weak power current(FireWire provides over 4 times the power to devices that can be powered by the bus). If I wouldn't want to transfer data occasionally on USB with a MP3 player I definatley wouldn't want to use it nonstop for something like my internet connection.
If DSL/Cable modems had the option to be used on FireWie I may actually consider using it but probably not because NIC's are made soley for the purpose of high speed connections. It is best to use the hardwae designed for the specific task you are wanting to accomplish(like connecting to a high speed ISP).
I don't care what OS you are using, USB is buggy and can be unreliable. With that said, why not just use the proper hardware(like a NIC card)?