Windows 9x lacks memory protection? I never knew that.

Yes. Aside from NT and the unices, most consumer-grade operating systems lack memory protection, especially most of the ones that were available in the twentieth century. Windows 9x does at least have pre-emptive multitasking; Windows 3.x and all MacOS versions up through 9 have neither. Mac OS X and all versions of NT have both, as do the free unices.

Of course, there's memory protection and then there's memory protection. I suspect that in a few years people will look back at most current systems and say, "They didn't have user-mode drivers or partition the memory for each process into separate code and data areas? I never knew that."