A reason for still using a OpenBSD firewall is that it can enforce the policy that mail has to go through the
smtpd.orange.fr server.
Code:
block log all
pass out quick on egress inet proto tcp from $INT:network \ smtp.orange.fr port smtp
All mail sent out by a comprised Windows box will now be stopped and logged. And it is very nice to know which box exactly has been doing that. You want to make sure the it is not the one of the accountant or the person who does bank payments.
On my home OBSD firewall I also run a caching and authoritative nameserver. That saves some Internet traffic.
A small company also could benefit from running Squid, a caching proxy for www and ftp. But that would better be run on a separate machine.
A separate firewall also could enforce the "internet usage policy". For example no Ebay, Facebook or Twitter during working hours, only during lunch time.
The firewall in the Speedtouch is nice to have for protection. But if you want to know exactly what kind of traffic is going out from your LAN to the Internet a dedicated firewall has a lot of advantages.