In my case it is not lack of interest, just lack of that router. I use Mikrotik routers and have no problems routing to my Arduino, but they are a bit more difficult to set up than a residential router.
In other routers I have used, the DMZ applies to only one internal ip address, and would not disable security for the entire subnet. Mikrotik routers must be set manually for a DMZ-like operation using port forwarding.
edit: If you are worried about the security warning when you activate the DMZ, I wouldn't. That is aimed at a computer that may have other ports open, like telnet and ssh. That would present a security problem if the computer did not have a good firewall.
However, the Arduino has the best firewall I have ever seen. It does not respond to any port but the one you assign. It is like a backwards firewall. All is blocked, except what you have set in the Arduino server.