Obviously the same number of LAN/ethernet cables so possibility of rfi entry through connectors exactly the same. The differences are more signal loss with long runs of ethernet vs coax, also best quality LAN/ethernet cable becomes affordable with close to system placement. Now if one doesn't believe ethernet cables sound different that doesn't matter. I and many others hear differences in ethernet cables so it matters to us.
Now I can see a possible competitor to close modem/router setup in going to optical conversion close to modem/router, long optical better than long ethernet. This issue then becomes all the peripherals, therefore, lps, power cables, power conditioning used with modem/router. I've found quality of AC/DC cables, LPS, and power conditioning to affect sound quality. With close to audio system setup I can use my already installed dedicated power lines, power conditioner, also running network components on separate AC lines may promote noise from ground loops, generally we want all components in audio system to be on same circuit, less noise with grounding potential differences. I've tried modems/routers and/or LPS on different AC lines, diminished sound quality, although this could have been attributed to other variables.
Nope close modem/router is best and not that costly to implement. Two options here, DIY or technician runs long coax to listening room or have ISP entry to listening room. In either case wifi can be run from second router connected to unmanaged or managed router, that router can be placed in best location for whole house wifi, this means no wifi/rfi noise on audio system network. So add up advantages, shorter higher quality LAN cables, less signal loss LAN vs Coax, ability to use same AC circuit for network, no chance for AC ground loops, finally best quality power conditioning via audio system PC.