My understanding is that all versions of Microsoft Windows that ran on top of DOS — that is, the lineage from Windows 1.0 up to Windows ME, even though the reliance on DOS diminished over time — required
HIMEM.SYS, the extended memory manager for DOS, to be loaded in order to be able to start in protected mode (thus, from Windows 3.1 on, to be able to start at all).
Contemporary documentation used to make it very clear that the driver was mandatory, but did not elaborate on why it was so. HIMEM.SYS was supposed to provide XMS memory to real mode DOS programs, but since the protected mode Windows kernel was to take over memory management and access all installed memory directly, relying on a 16-bit DOS driver would seem rather nonsensical, especially considering that XMS itself could not be used to access memory arbitrarily but in pieces that had to be copied back and forth between conventional and extended memory.
So, what was the role of HIMEM.SYS with Windows? If it was used just as an intermediary for the Windows loader (which had to be a real mode DOS program) to be able to stuff the insides of Windows into memory before kernel start, how was the switching over to Windows managing the memory accomplished? Did this require HIMEM.SYS to "know" and cooperate with Windows in some way?