All of the classic 3D screensavers (3D Maze, 3D Pipes, 3D Flying Objects, 3D Text, and 3D Flower Box) used OpenGL instead of DirectX. This was a virtual necessity for two reasons: (1) the original version of Windows 95 didn't ship with any version of DirectX, and (2) the Direct3D API required hardware acceleration that most PCs of the time wouldn't have had. On the other hand, OpenGL could fall back to software rending if hardware acceleration wasn't available. (In fact, I'm not sure there was any hardware support for OpenGL on Windows 95 when it first came out.)
At least some of these 3D screensavers—in particular, 3D Pipes—were actually introduced in Windows NT 3.5, a year before Windows 95 came out. In theory, these screensavers could have been rewritten to use Direct3D in later releases of Windows, but that never happened. While DirectX became a standard part of Windows with Windows 95 OSR2, by the time you could pretty much always depend on 3D hardware support (some time during the Windows XP era), these screensavers were no longer being included with Windows. Direct3D never got a practical software renderer that you could use in production applications until Windows 7. There was a painfully slow reference rasterizer before that, but it has never been part of Windows or the DirectX end-user installs. You can only use it if you have the DirectX SDK installed.
There were at least some third-party screensavers that used Direct3D, but they were very uncommon. It didn't help that the official Windows screensaver API made it difficult to write a screen saver using Direct3D.