Well, you have to go back to Windows 3.x and early versions of NT.
Back then, games were made for DOS and the programmers programmed the VGA or SVGA graphics card directly.
The standard Windows graphics functions are referred to as GDI, or Graphics Display Interface. I can't remember, but I think that NT always just used GDI for graphics. Win 3.x was another matter.
The Windows 3.x GDI graphics functions were too slow for action 2D games and GDI didn't offer page flipping for smooth animation. As multimedia applications became popular, Microsoft introduced a slightly faster set of graphics functions (DrawDib) for playing videos.
Then some smart guy developed WinG, a new set of graphics functions which accessed the video driver differently from GDI. Although WinG had the fastest bitmap blitting on Windows 3.x, it was not fully compatible with all graphics cards and it did not have page flipping.
Id made a demo version of DOOM using WinG which made some clueless idiots think that WinG would spell the end for games made in DOS. I remember that Sierra released King's Quest 7 for Windows 3.1 and it used WinG too.
However, DOS games were still superior. They had better music support, the graphics animation was page flipped, the DOS games ran much faster, and they were able to access more memory.
Even after Win95 and DirectX came along, DOS games still ruled for some time. The main sticking point for DOS games was that computers back then were not fast enough to play CPU-heavy games in Windows.
(Computer parts cost more back then too, so upgrading wasn't as simple as it is now.)