That era or design is long gone. like even PS2/GameCube have firmware to let you change settings/manage memory cards without game disk. With the variety of hardware you can connect means you need to separate the software layer that talking to hardware's from the game, thus the operating system. You can turn on GBA for example without a cartridge, but it would kinda just stuck. That's like the last boot to game device I am aware of.
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You're talking about machines designed to work like that. OP is talking specifically about the current community of software developers that are, for fun, releasing games like that in 2023 for X86 and ARM.
There are versions of Tetris and other games designed to boot the system and start the game - no underlying operating system or anything else. It's a challenge, and it's fun.
Would a game that is essentially a micro Linux distro count? I feel that should be pretty doable as a bootable USB stick or CD.
If you did it that way you'd have to bundle the Linux kernel plus graphics drivers at a minimum. But I wonder how much of the OS you could avoid having. Certainly you wouldn't need a Desktop Environment. I wonder if you would need something like X or Wayland or if you could get away without that (to run games built in a normal-ish userspace way). I guess finding the minimal environment for SDL would be a good starting point. That sounds like an interesting exercise for sure.
Although something like that probably isn't as pure as you're looking for, it would be pretty cool to do anyway. Maybe we should start a club.