Not a fair comparison IMHO - Ethernet is designed to be a connection between two or more otherwise independent peers (on L2), while USB's goal was to allow connecting simple peripheral devices to computers. There was never meant to be a situation where it's unclear which side is the Host.
Also note that the bridging "cable" is literally just two USB devices, one for each computer (although they are both on the same chip, so there's that), with some internal link to pass the data.
Are you sure you didn't set DNS directly on some/all of your devices? Because in that case they won't care about the router settings and will use whatever you set them to.
Also as the other commenter said, DNS changes might not propagate to other devices on the network until the next time they connect - a reboot or unplugging the cable from your computer for a few seconds is a dirty but pretty OS agnostic way to do that.