Simple. When printing, Windows transforms what you want to print into a graphic bitmap and then send the graphic to the dot matrix printer which can be very slow to process. This technique is used because anything that can be showed on screen can be printed. With DOS, the app is directly sending commands to the printer, but is limited to printer internal fonts (Arial may be not available in the printer), sizes and other settings. Another problem is that the app must know the commands of the printer. So DOS os faster because it takes advantage of the printer internal capabilities. On windows, you can print in raw mode, but you are responsible of everything. You can make windows print in the DOS fashion by installing the driver for for a Generic/Text Only printer. It will be fast but ugly.
Patrice “Everything should be made as simple as possible, but no simpler.” Albert Einstein