Well, I played a lot of games at that time when the games had their own OS integrated... there was just a loader called MSDOS on the machine itself!

At some time later I heard that for some odd reason all the games started to need windows to run on; I found this odd since I'd imagine the game application would run smoother on baremetal than on top of some funny windowing scheme.
I'd say that was just laziness on the part of the game designers, trusting to graphics drivers of the platform rather than tuning up their own to run on top of the HW