I remember that at the time of Windows 95, I very often had to boot back to DOS 7.0 (which was also delivered as part of the Windows installation) to run DOS games, which were still very popular until like the middle of the 00 years.
And yes, when Windows XP came out (2001), people were somewhat disappointed that you couldn't simply boot DOS anymore to play your old beloved games. Over the years, DOSBox got sufficiently stable and PCs got sufficiently powerful that this gap could be closed.
Until Windows 3.x this was possible (though not recommended). With Windows 95, there was a boot menu that you could access via the F8 key - my previous post should make it very clear why I still have this in my muscle memory after 20-30 years. Via this boot menu, you could boot into DOS 7.0 (or if an older DOS version was installed before the Windows 95 installation, also this older DOS version). In DOS, you could still run
> win
to get to Windows 95.