No, all Pentium 3s as well as the Pentium M. Pentium 4 notably didn't suffer from it, but it of course had many, many, MANY other performance issues.
> I have some faint memories of hearing somewhere that Long Mode didn't support x87. I wonder if it is related to this early info you mention and it being Microsoft specific.
It was VM86 mode that Long Mode didn't support, which was one of the rumored reasons for removing 16-bit NTVDM support (among many). x87 and MMX were always supported in long mode and notably some libraries like OpenBLAS still use x87 instructions. Windows does prohibit use of x87/MMX in kernel mode where the need is negligible.