Confused 
Was reading through an FAQ and noticed this:
https://support.steampowered.com/kb_article.php?ref=5483-YUFN-0521
Also mentioned here:
https://support.steampowered.com/kb_article.php?ref=6776-MYXU-0480
I am confused, how does running Steam through a DMZ stop it working?
More importantly, why as this allways worked for me?

Was reading through an FAQ and noticed this:
https://support.steampowered.com/kb_article.php?ref=5483-YUFN-0521
Note:
Steam does not support connecting through a network DMZ (de-militarized zone), so this setting must be disabled in your router for Steam to function.
Also mentioned here:
https://support.steampowered.com/kb_article.php?ref=6776-MYXU-0480
Important:
Steam does not support gameplay on machines operating in a network DMZ. You must remove your machine from the DMZ in order to play through Steam.
I am confused, how does running Steam through a DMZ stop it working?
More importantly, why as this allways worked for me?