Why did Windows 95 setup use three operating systems?

I always thought Windows (until 7) looked so lacking in polish around the edges compared to even the earliest versions of Macintosh system software -- especially during install, boot, crash, and shutdown. During boot, for example, even modern Windows boxes [correction: pre-EFI only] show a BIOS screen followed by a brief blinking cursor before the Windows graphics mode takes over. It was much worse in earlier versions.

The Macintosh screen never dropped you into a text-mode console, no matter what. Everything on the screen was graphics-mode, always -- and there weren't glaring design changes between system versions like in Windows (except at the Mac OS X introduction, which was entirely new).

Installing Macintosh system software onto a HDD was literally as easy as copying the System Folder. System installer programs did exist, but in principle all that was happening was optionally formatting the target drive and then copying System Folder contents. So simple. Of course there were problems and shortcomings, but the uncompromising design esthetic is noteworthy and admirable.

There was never a text mode in macos until version 10.

Yes there was: MacsBug, and later there was OpenFirmware. But you wouldn’t get dropped into MacsBug or OF if the machine crashed or failed to start up.