A common complaint on tiny demos. Here the OS is only used for setting graphics mode and setting up a timer. Plus all the boot code of course. Not much really, with 512 bytes you can probably do it on the bare metal, if someone didn't already.
There is even more debate in 4k. After all, most rely on graphics drivers that take hundreds of megabytes. But the thing to understand is that in any case, the intro ships all the code that produces the sound and image. The OS is just an abstraction layer. The exception would be fonts and MIDI instruments, that can be stored in the hardware or OS.
But not all intros have text, "Memories" doesn't. And many intros do their own sound synthesis, though in PC 256 bytes you are usually limited to MIDI or to that horrible buzzer.