Even in the Win95 era, I remember having to boot into DOS to run some games (Redneck Rampage comes to mind).

I think you could largely get around having to boot into DOS mode by enabling a specific setting on the MS-DOS shortcut for those games. I think it unloaded win.com - so you're essentially shutting down Windows rather than rebooting into DOS) but we're talking > 20 years since I've last used that trick so my memory is a bit fuzzy.

In practice, people usually rebooted into DOS mode to play so as to do memory optimization in config.sys & autoexec.bat (HIMEM, EMM386 etc). Although that was for the benefit of older 16-bit games - 32-bit DOS extender stuff like Redneck Rampage wouldn't care.

I don’t think you’d need to reboot to take advantage of that because they’re loaded as part of Windows booting and then a lot of the DOS kernel was patched into the Windows kernel for 16bit driver support.

I certainly don’t recall ever having any issues with 16 bit games (aside my weird soundcard not working with half the games I tried, but I can’t recall why that was off hand).

It's not a 16-bit driver issue; it's the conventional memory size issue. Remember the old 640 Kb limit? When you had too many DOS drivers loaded, you often ended up with less than 600 Kb free - and some 16-bit games didn't like running that low, hence the need to use HIMEM etc. And while it still works when running DOS apps from Windows, it reduced the amount of conventional memory even further.

Yes, I understand the problem but what I’m saying is when you shutdown to DOS (even without rebooting) win.com was shutoff. Since it was win.com that disabled EMM386 you were free to run your HIMEM whatever again. Thus having a full DOS environment without a full reboot (which used to be slow in those days).

Thinking about it some more, I think I might have had a subset autoexec.bat I used to run for those occasions.

That technique seemed to work for me. Maybe I’m forgetting a tonne of 16 bit games that didn’t play but nothing immediately springs to mind

EMM386 was usually run from autoexec.bat. But HIMEM was a driver installed via config.sys. I think there were some complications with the latter with "reboot to DOS".