I don't know if you remember the 90s, but it actually, literally
was with the integration of active desktop and other features that brought html and web scripting (and all their vulnerabilities, but that was a blessed time before XSS had been termed yet alone abused) directly into Windows explorer.
Internet Explorer and the Windows shell were the same code. There's a reason why until this day the Windows shell is `explorer.exe` - it and `iexplore.exe` (IE) were the one and the same. You could open a file explorer to C:\ and then type in `msn.com` in the address bar, and the PC wouldn't blink.