Win95 with shell update up to Windows Me and 2000 had the full trident engine (same as IE 3-5.5) in the Shell (Active Desktop, Explorer bars, etc.). Windows ME/2000 can play audio and video previews in the side bar (all HTML based).
Also WinXP used a forked Trident engine with some removed features for "Software" dialog and various other features (Windows Help, etc).
That's a stretch; X/SG/HTML user interface APIs are not the same as a whole browser with Javascript VM, full networking and security stack, full-featured/standards-compliant (X)HTML/CSS rendering engine plus support for legacy features, UI assets, multimedia support, sandboxing, resource caching/persistence, and so on.