Games didn't (not directly), but your workload did. If you ran an NT OS (2000/XP, primarily), the system would gain from being able to run background tasks without needing to preempt your game's logic.
It's impossible to run Windows as an exokernel, so you would inevitably gain some benefit (even if negligible).
It's impossible to run Windows as an exokernel, so you would inevitably gain some benefit (even if negligible).