Before XMLHTTPRequest there was also a time we were doing requests via ActiveX as well, but I did it so briefly I barely remember how it worked by now, and I'm 99% sure this was exclusively in IE as well, maybe IE4 or IE5. I'm not sure if the issue mentioned earlier with cross-origin requests may have been exclusive to IE as well, but I think there was a larger window than "blink of an eye" that it was a issue.
But again, this is all long time ago, and it was in the beginning of my career, I might misremember and you may very well be right.
Before that, people who wanted to make cross origin requests sometimes used Flash but I think that always needed a crossdomain.xml file to work. JSONP was also used, which is where you source a <script> from the remote that calls a function in your own context to pass information in. You needed to be a little more careful with that, but only because you were deliberately passing information in; the browser couldn’t read it by itself.
I’m pretty sure the SOP has been effective in all non-Netscape browsers from as soon as they started supporting JavaScript.