Firstly, none of the firewall distros I've seen have really prioritised security all that much - they tend to prioritise fancy interfaces and rolling lots (often far too many) features into one box. I'm not aware of a single one of the commonly used firewall distros that enables selinux, for example (although I've not looked at all of them - I could have missed one).
Secondly, this is clearly a home product - not a device that's likely to be the focus of a large amount of determined attacks. As long as you don't allow password-based logins, and regularly apply security patches the likelyhood of being compromised is very small. Modern mainstream linux distributions aren't as horrendously insecure by default as you imply - the job of locking them down isn't a massively complex black art.