That's talking about the MZ signature at the start of every DOS EXE executable (and therefore every Windows EXE as they have DOS stubs), not this additional use

That's talking about the MZ signature at the start of every DOS EXE executable (and therefore every Windows EXE as they have DOS stubs), not this additional use as markers in the DOS memory management code. Which probably is also Mark Zbikowski using his initials, but doesn't seem to be confirmed.