That makes no sense, as 95 and NT were completely different OSs.
But both were Win32 platforms.
MS wanted to be able to sell WinNT to businesses. Nobody would buy it if there wasn't software for it. Few companies were going to develop software for a platform that was not popular, and the platform would not be popular if there were no applications. Both had the win32 API, but they were different OS, so it took extra work to make some pieces of software function on both platforms. In some cases, a serious amount of work.
The solution? Force the developers to make it work on WinNT by withholding Microsoft's "stamp of approval," even if it did work perfectly on Win95.
I can't believe you never heard of this before. It's part of the wordperfect lawsuit.