You mean the modem?
I had an "Intro to computers" class at a technical college back in the '90s. The textbooks actually forcibly taught people to identify the computer as the "CPU". There were even worksheets forcing you to draw lines between words and pictures. You were expected to connect the picture of a PC to the word "CPU." There were other worksheets that similarly forced you to label the computer chassis as the "CPU."
Of course, it sounds unbelievable that an adult class would have ask people to identify keyboard, mouse, monitor, "CPU," etc...but this was a time when they really couldn't assume that adults knew a single thing about a computer.
Misinformation way back then is the reason it's so prevalent today.
Now that I work in phone support, I hear people call it all kinds of things. People still call it the "CPU," "Hard Drive," and even "Modem." I've heard stranger things, like "Battery." Yeah.
A lot of people just kind of stumble and realize that they don't know what the computer is called. They always think of the screen as the computer.
I have enough trouble with people not knowing the difference between Internet and web browsing. There's an AT&T commercial on the radio that I just heard yesterday. "The original name of the Internet was the 'World Wide Web.' At AT&T, we want to keep it that way: World-Wide. ..."
*facepalm