I just found this issue on my desktop pc.
It has no wireless card and is connected through ethernet to the modem via an apple airport extreme (basically as an extender for my wifi that comes with ethernet ports also)
I don't think this has anything to do with modem security (I have tried blocking the mac address of a phone I saw listed on the network - this had no effect, another phone popped on as I was watching then popped off again)
This made me very nervous as like most people I thought there was some advanced hacker using a mobile phone to cleverly sneak in and steal my saved games of civilisation V.
I think there is some feature on windows 8 (I am on 64 bit if that matters) that must show devices that are automatically scanning the nearby wifi networks - not connecting.
This may be wishful thinking but I scan regularly and have my wifi security on etc so cant see any other explanation.
It would be very nice however to hear from microsoft as to why this happens (I am ok if it happens and they say it is like I mentioned above - just tell me that its ok)