I tried to fast forward through commercials an On Demand TV show and wasn't allowed to! Of course, no 3rd party box would have such a "feature".Actually that's not a box feature. That's functionality provided by the VOD server. The box does very little w/r/t the playback of VOD it basically just collects remote presses and sends them upstream to a VOD controller which actually controls the video server. This is a consistent paradigm however the stream is pretty much always controlled on the server side and in fact Hulu implemented this feature way before Comcast did.
The difficulty with 3rd party boxes (outside of losing any "rental" fees) is that it adds a lot of provisioning overhead and frankly may not work properly. Your cable system doesn't want to have to support your cable box. Similar to how they don't support your wireless router.