Sound cards, graphics cards, EGA, VGA, SVGA, VESA local buss, PCI buss, AGP, 3D Graphics cards, USB, IDE, ATA, SATA...
Windows 95, Windows 98, WindowsXP,...
DirectX
I think there was an evolution, and there's no exact moment. The main transition was in the time between Windows 95, and Windows XP when the machines were recognized as Windows boxes rather than DOS, but there were still issues after that.
Getting Tomb Raider to work with my graphics and sound cards was a pain in the neck, and that machine had PCI, and USB. (I don't think AGP was out yet) I think that was Windows 98.
Even as late as when the XBOX 360 was introduced (2005), there were still some game compatibility issues. Game devs focused on ATI or NVidea, and sometimes you had issues getting a game to work on the other cards.
I remember buying a PS2 Simline model around that time for just over $100. You could buy a bunch of cheap games for it, and they just worked. Greatest hits titles were under $20 at BestBuy.
You didn't have to fiddle around with settings, and drivers for every game on consoles.
After my 2nd XBOX360 died, I went back to PC gaming. I haven't had any of the compatibility issues I had 15 years earlier.
You still have major frame rate differences between NVidea and AMD on some titles due to what platform they targeted, but at least the games work.