Windows Defender doesn't make changes to firewall settings, although
Microsoft's OneCare security suite, which includes Windows Defender's
functionality--does have its own firewall which is significantly different
from the standard Windows firewall.
The Trend Micro support person was correct, but not completely so: The
router functionality does provide some of the benefits of a firewall, in
that it does not allow unsolicited traffic into your home network from the
Internet.
There is additional benefit, however, in running the Windows firewall, even
behind a router.
For example, if someone should plug in a laptop infected with a virus which
exploited a flaw in some Microsoft or third-party service which was running,
but not in use, on your machines, it would not be able to exploit that flaw
because you would not have opened those ports in the firewall on your
systems.
This is perhaps not a very convincing case--but I run the Windows firewall
on every system I administer, both in domain networks in offices, and on my
home machines, even though these networks are also protected by either
commercial firewall products or routers as well.
This isn't something I would lose any sleep over, but running the Windows
firewall, in particular, since it only needs to be configured for inbound
traffic types--doesn't take much effort, and might be helpful in the long
run.