Back when CD-ROM was a main thing, I remember that sometimes on games you could insert the CD, launch the game, and then remove the CD, the game would still run (I believe that was the case for Age of Empires 2 for example).
In addition to the other answers, it’s possible that everything the game needed to run was already loaded into memory. Which means it would work until it needed something from the disk (such as going to a new level) and it would prompt you to put the CD back in.
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