Can't watch now so not sure what's in the video, but Lands of Lore 2 was quite fancy.
Had a parchment scroll-like UI with animated burning transitions, did creepy chants at you to test stereo sound.
Funny thing, it tested your CD-ROM drive speed too (it used to matter). Of course on a modern PC, you'd have the whole game on your (much faster) hard drive and simulate an optical drive with DOSBox or something. The installer runs its test and literally says : "Wow, your drive is fast!"