I've never seen a cable modem with built-in router/WAP (although it would likely be a very popular product!)
The problem is that there are several different cable modem standards (although most are interoperable now, but they'd still have to provide 2-3 different models of router), and if your cable company changes things in their network (which would normally just require swapping the cable modem), you'd have to toss the whole router and buy a new one.