All this boils down to how Windows boots on BIOS (non-UEFI) systems. As we know, due to limitations of BIOS firmware (it runs in real-mode and can't access more than 1 MiB of RAM), it cannot load and execute the actual OS (e.g. Windows or Linux kernel). So the system bootstraps execution process in stages from small-sized code to larger one. That's why we have bootloaders.