Do these exists? I do want to connect to my ISP using an USB device or Ethernet, without needing their whole separate router that I do not like. All the ones I can find are over a decade old it seems.
it's probably a lot cheaper to buy a used modem.
I don't mind the hardware costs, I want less hardware.
I'm not aware of any USB adapters, but you could go for a FRITZ!Box 7520 or 7530 to replace your router and the ISP box - these are the most modern all-in-one routers with supported xDSL modem (and they perform very well - my 7520 has a current line uptime of 140 days. I did the last upgrade of OpenWrt 140 days ago).
They have existed. Back in the days that not each PC automatically had a networkport.
But I think these don't even do adsl2.
Maybe a https://www.zyxel.com/global/en/products/dsl-cpe/vdsl2-17a-bonding-and-35b-single-line-bridge-vmg4005-b50a is something for you? It's basically an xDSL to ethernet converter.
...and those were $NOT_GOOD back in the days either, overheating, horrible driver/ firmware situation, hard to set up. Any traditional xDSL <--> ethernet modem is well worth its money compared to those $THINGS.
I own a few VDSL2/ADSL2 modems, as I was forced to use them much longer then I wished, during past ~15-20 years.
I've started with Sagem Speedtouch 330, pictured above: ADSL, 6 MBit/s, USB, firmware loaded from the host, I've finally managed to run this from Debian.
Then I migrated to ZTE Combo 831 - quite nice device, ADSL2, 20 MBit/s, USB/ethernet combo, compatibile with everything running with pppd - (PPPoE mode).
Later (with VDSL2+... we somehow skipped VDSL1... or was it onset of ADSL2 times?) I was given (polish) Orange Funbox (which was Sagemcom F@ST 5310) - heavily locked router device, so no-go for me, but I kept it.
Back then time I purchased Sagemcom VDSL 3764 - slightly branded, but not really locked, bridge capable (PPPoE), I've played with it a bit, making use out of modem and WiFi.
After that I migrated to DGT RGW VDSL2 FG4 - really nice device, Broadcom based, not locked at all, I used it as a modem (in bridge mode - PPPoE) + AP, leaving the routing part to my PC (as above) Lasted for some time.
Then I experimented with Comtrend VI-3223u - worked as a VDSL2 modem as well.
After that I've bought Cisco 887 - because hey, The Cisco hardware, cheap enough, potentially useful and better than what I had. I gave up after a few days of configuration.
The whole separate router you mention actually became the part of the modem almost as soon as they packed it with ethernet port.
The current most modem-alike device is the Cisco - bulky as hell, 1 U rack device.
Zyxel VMG4005-B50A looks like a current consumer modem-only device, I have not tried, but it's pretty much equivalent to router in bridge mode. Even USB device currently is totally equivalent to router in bridge mode, because the USB runs with cdc_ether, and therefore is Ethernet over USB.
And if You hope for a small, USB-powered device - maybe, with USB-C. They became quite power-consuming though, so they usually require own 12V DC, even if they are "pure modems".
good luck to find one