> In DOS that was not a problem; anything you printed would be sent to the printer immediately. But Windows has additional requirements, due to the fact that several programs might be printing at the same time.

A similar situation would occur when running on a network with a DOS app if you had configured LPT1 to be redirected to a network print queue. The "SET PRINT TO" would be used to indicate the end of a print job. Basically it's something to do with working with a print spooler rather than talking to the printer directly.