Prior to Windows 95, the vast majority of PC games were MS-DOS exe files – so anyone who played any of those games (whether back in their heyday, or more recently through DOSBox) has run an MS-DOS exe. Most people who ever used Lotus 1-2-3 or WordPerfect were running an MS-DOS exe. Both products were eventually ported to Windows, but were far less popular under Windows than under DOS.

Under Windows 95/98/Me, most command line tools were MS-DOS executables. Their support for 32-bit Windows console apps was very poor, to the extent that the input and output of such apps was proxied through a 16-bit MS-DOS executable, conagent.exe

First time in my life I ever used GNU Emacs, it was an OS/2 exe. That's also true for bash, ls, cat, gcc, man, less, etc... EMX was my gateway drug to Slackware

> Has anyone ever used .exe for anything other than Windows?

Did you know that Microsoft Windows originally ran on top of the much older MS-DOS, which used EXE files as one of its two executable formats? Most Windows users had lots and lots of EXE files which were not Windows executables, but instead DOS executables. And then came Windows 95, which introduced 32-bit Windows executables, but kept the same file extension as 16-bit Windows executables and 16-bit DOS executables.

Way back when, my prof was using his Linux machine to demonstrate how to use GCC. He called the end result .exe but that might have been for the benefit of the Windows users in the room. (Though Linux users being considerate to Windows users, or vice versa, is admittedly a rarity)