Prior to Windows 95, the vast majority of PC games were MS-DOS exe files – so anyone who played any of those games (whether back in their heyday, or more recently through DOSBox) has run an MS-DOS exe. Most people who ever used Lotus 1-2-3 or WordPerfect were running an MS-DOS exe. Both products were eventually ported to Windows, but were far less popular under Windows than under DOS.

Under Windows 95/98/Me, most command line tools were MS-DOS executables. Their support for 32-bit Windows console apps was very poor, to the extent that the input and output of such apps was proxied through a 16-bit MS-DOS executable, conagent.exe

First time in my life I ever used GNU Emacs, it was an OS/2 exe. That's also true for bash, ls, cat, gcc, man, less, etc... EMX was my gateway drug to Slackware