Before windows 95 windows 1, 2 and 3 were just gui shells overlaying the dos o/s.
Win95 and Win98 still were just GUI applications that ran over MS-DOS. They largely supplanted the MS-DOS underlayment with Windows equivalents, but it was still really a DOS app. WinME tried harder to hide that fact, and that's one of the things that made WinME such a dog.
It wasn't until Win2K (actually NT5) that an MS-DOS-less Windows was made available to the general public. (NT4 was a bit over the top for average users.)
And they still had to provide CMD.EXE because there are some things that a GUI just won't do.
I began using Linux in 1994. The GUI is still separate, you can choose one or several inter-phases. I love XFCE GUI. Have been using it since Redhat 8.0 came out. It was not part of the package, I added it.
Over the past 10 years, it is rare that I use a Windows OS.
I almost never have a system hangup and have never had a Malware exploit.