Specifically from the introduction of Windows 95 tying Windows and MS-DOS together. While Windows was an application running on DOS Microsoft tried various schemes to break compatibility when it was run on other competing DOSes, and Windows 95 was the final stroke of that strategy by tying the GUI inextricably into the OS.
No it's worse. Tying the OS and GUI together to the extent they are in modern post-95 Windows is a major cause of the learned helplessness OP is talking about