I basically had this setup back in the day. I don't really know how I ended up with it, I was 7 at the time and none of it was intentional - but my bootloader had two entries: I could boot into Windows 98, or I could boot into Worms.
As far as I know, Worms is a normal DOS game, so the only way for that to happen should be a DOS install configured to just auto-start Worms on boot. Which makes sense as a way to keep a kid away from anything that could cause trouble.
I very vaguely recall that there used to be a very few PC games that worked as boot floppies and possibly didn't use DOS at all, but it was a rarity and Worms definitely wasn't one.
No, I set it up. My parents were non-technical. I had a CD-ROM re-release of Worms for DOS from one gaming magazine or another. I guess the installer set it up somewhere somehow but I remember it wasn't easy to get it installed and there were further problems trying to launch it. It's possible the installer itself was a DOS program, not a Windows program.
BIOS can only manage VESA which is much much slower than the capabilities of a modern GPU, so they might have meant graphical performance in regards to that.
VESA BIOS Extensions support direct framebuffer access in protected mode, and I don't imagine the lack of accelerated 2D operations would be a practical bottleneck when implementing NES-style graphics on modern PCs.
UEFI GOP additionally supports accelerated bitblt, but again YAGNI for 2D game performance at reasonable framerates on a modern PC.