Thanks to RichF's answer I looked for information specifically on booting OS-9 and found that you definitely did have to manually launch even an alternative operating system.
From OS-9 Level Two Operating System page 2-2, "Booting OS-9":
DOS is not a filename and this is not how you load or run any other program. These are the normal ways:
To run a BASIC program "XXXX.BAS" in drive 0
To run a machine language program "ZZZZ.BIN" on drive 0
LOADM "0:ZZZZ.BIN" : EXEC
DOS is actually a command to manually boot an operating system from the boot sector of a floppy. So there is code in the ROM to boot from a disk, but unlike on some computers this process must be initiated by the user.
Here is the process documented by Boisy G. Pitre who worked it out in 1989 in order to make an alnternative ROM that booted directly into OS-9 without user intervention:
Examining the OS-9 Boot Process
A second prerequisite in completing
the project is to understand how the process of booting into OS-9 from
BASIC works. The most common way to boot into OS-9 from BASIC is
through the DOS command. How does the DOS command work? It seeks to
track 34 of the floppy disk and copies the 18 256 byte sectors into
RAM location $2600 and JMPs to $2602. The code there sets up the
CoCo’s screen and memory then jumps into a module called
brings up the rest of the operating system. In order to get OS-9 to
work from ROM, there must be some method devised to emulate what the
DOS command does.
I don't know if such customized OS-9 boot ROMs went on to become popular in the CoCo scene.
The Dragon 32 and Dragon 64 computers, which are very similar to the CoCo but not clones, use a
BOOT command rather than a
DOS command for "autorun" disks. From the XRoar emulator manual:
If a disk image is autorun, XRoar types “BOOT” (Dragon) or “DOS” (CoCo).