A firewall looks at all internet traffic attempting to pass through to make sure it’s legitimate, that it’s not a virus and that it was requested from an in-network device; a router does not.
If you are working on a home PC and not diligently updating and monitoring the antivirus software, firewall and security patches on the machine, then there’s a high probability you’re infected with spyware or malware.
Designed to look like a legitimate request from a site you trust, these emails are meant to get you to willingly give up your login information — or to download a virus.