I always wondered why DOS extenders were separate .exes. It looks like you were supposed to be able to replace them, or start them in advance and share one with multiple programs. But that wasn't the case, when you launch it you just got a message to launch the main executable. Why did they bother to make it a proper executable? Wouldn't it make more sense to give it a .sys or .dat extension and to just load it yourself (in DOS a matter of reading it into memory and jumping to that address). Or, since it is proprietary and often delivered with the compiler, just link it in statically?
Random anecdote: as a kid, DOS/4GW stood for "DOS for great win(dows)" (which I know makes absolutely no sense).