The cartridge just plugs directly into the CPU, essentially every game provides its own BIOS. You can only get away with this with systems where software is pro

The cartridge just plugs directly into the CPU, essentially every game provides its own BIOS. You can only get away with this with systems where software is provided on pluggable ROMs, Fairchild Channel F being the first video game example and similarly the better-known Atari VCS (aka 2600). Technically the NES does have a ROM in the CIC lockout chip, which talks to another CIC on the cartridge to ensure it is a legitimate copy, but this is entirely irrelevant to gameplay and invisible to software (unlike similar chips on the N64 which the game could check at runtime). Indeed with the NES-101 (toploader) this was removed, arguably to improve reliability (if you ever saw the blinking LED on an NES, that's the CIC resetting the hardware).