— Software could not expect internet connection (or any network at all) to be available, and would be considered really arrogant if it tried to dial or spend user's traffic by default.
— Those who knew how to enable those features probably checked update sites and news sites manually often enough.
— Almost all software had to bundle required components and updates anyway. Games came with DirectX version 5/6/7/8/9 installers, IE version 4/5/6 installers provided important system components, acting as semi-service-packs for 9x systems… and, of course, Visual Studio library dependencies.
— Those who knew how to enable those features probably checked update sites and news sites manually often enough.
— Almost all software had to bundle required components and updates anyway. Games came with DirectX version 5/6/7/8/9 installers, IE version 4/5/6 installers provided important system components, acting as semi-service-packs for 9x systems… and, of course, Visual Studio library dependencies.