No.. they wouldn't have to support them. I have a Linksys cable modem, and when I need support, I call linksys, not my ISP - in this case, would be Mediacom for that account.
The telephone companies don't seem to have this problem with modems - they simply sell them to the customer, for the large part, and they're pretty much done. They still honor the warranty, etc. But, the modems are really a sale to the customer. They're also cheap enough that the customer can afford to replace it on their own if they have to. Also, it's not a HUGE deal either.. it's not like the cable or phone companies won't give you one and bill you for it on your next bill either.
It's funny... if you think the subscriber likes the idea of their ISP supporting it, do you think the customer feels the same way about cable converters for their TVs?