On the contrary. CMD.exe is DOS. It will execute any well behaved DOS executable, so it provides complete DOC environment. At least 32bit version, 64bit version refuses to run any 16bit application, which DOS applications normally are.
Additionally, it provides DOS compatible text mode console (terminal) for windows applications with all standard devices as stdin, stdout, stderr, nul, prn, lpt1, redirection, etc.
Windows 3.x and older, 95, 98, ME were all graphics shell on top of DOS, while NT series does not depend on DOS.