With Linux and X, it is possible to run X server with a specific app inside. You crash the app, it restarts together with X server.
Of course, in Windows you can specify a different app other than Explorer.exe as "shell" and get a single app session! It just doesn't get used because:
Unfortunately, these systems seem to always been developed by especially clueless people who only ever have seen hammers in their lives and therefore everything looks like nails.
Having said that, the quality of embedded programming always looks subpar. It's like these people see themselves as hardware makers and therefore think they can avoid learning software making 101.