There was the broadband adapter and the lan adapter. SEGA chose to included a 56k modem(in the US, 33.6k else where) because the vast majority of people did not have broadband and even less had an internet connection altogether. Sega net was SEGA's ISP at the time created for getting the DC online

It would also have cut into profit margins or sales even more than the modem, the market wasn't ready for online gaming in 1999.

Even with the 33.6k modems DC had, games were very well playable. I and my brother played almost thousand hours of Phantasy Star Online, and it was great.