Just FYI, you should actually be creating the PPPoE session with PfSense. Not your ADSL router.
It really is a bad idea to have your router establish the PPPoE session.
Your router ends doing NAT, managing your DNS servers (as provided by the ISP), the router is another hop to get to your gateway (provided by the ISP).
Your security is worse because your ADSL router is exposed to the open internet (even if it blocks all ports, you really should have PfSense be the device exposed to the internet). For that same reason it makes managing open ports much harder.
Any attacks made on your public IP hits the ADSL router first, which is just sad.
I can list more points but I think I've mentioned most of the reasons.
#JustSaying
Dunno if I agree on you with that one. If the ADSL modem is blocking everything as it should to itself and passing all traffic from itself directly to the pfsense, the network is more secure not less.
If a malicious person breaks through the modem, they still need to get through the pfsense firewall. At which point they may just abandon the attempt to get into the network because of the layers or complexity.
The casual black hats (i.e. script kiddies) you get out there are in it for the quick wins. The easy to break setups that fall to scripts/apps someone else wrote. Having 2 layers of "firewall" is already more than most of them are willing to spend time on.
The only advantage to putting the pfsense on the frontline is that you would then see the direct traffic threats, instead of the inbound NAT traffic from the router.
That and some performance gains in the 5-10ms range for being processed by 2 routers/firewalls.
There are arguments to both sides and I'm guessing its just up to personal preference because either stance is valid.