With the current information given, the difference between the wired connection through a router and without a router cannot be definitely answered. I want to mention one more possibility: MTU issues. I'll try a gentle description of the problem.
The connection between a router and a modem may be established via PPPoE. PPPoE adds an additional header to every transmitted packet, lowering the maximum possible payload (data) size. If some communication participant along the way does not know about this and sends IP packets with the usual maximum size of 1500 Bytes, the packet has to be fragmented before entering the PPPoE tunnel. Fragment reassembly at the receiver can cause latency jitter, which may be interpreted as a connection being close to its capacity limit, causing slowdowns.
Now, if you connect your laptop directly to the modem, your laptop should know about the correct MTU since it is the one that established the connection, making this explanation somewhat unlikely. However, the fact that there is a lower-than-normal MTU on the tunnelled connection may have been forgotten by whatever PPP implementation you are using.
Lastly, why would this issue not appear with the router? Most routers are aware of this kind of problem and "clamp the MSS", meaning they use a hack one layer above IP: to participants establishing a TCP connection, they indicate that the maximum acceptable TCP segment size is lower than usual (by modifying the connection establishment packets), effectively bringing down the size of IP packets being used for that connection.