http://en.wikipedia.org/wiki/Network_address_translation

"In addition to the convenience and low cost of NAT, the lack of full bidirectional connectivity can be regarded in some situations as a feature rather than a limitation. To the extent that NAT depends on a machine on the local network to initiate any connection to hosts on the other side of the router, it prevents malicious activity initiated by outside hosts from reaching those local hosts. This can enhance the reliability of local systems by stopping worms and enhance privacy by discouraging scans. Many NAT-enabled firewalls use this as the core of the protection they provide."