lol. Yes they started out as resource kits....
https://www.amazon.com/Microsoft-Windows-Workstation-4-0-Resource/dp/1572313439
Go look at page count. That was JUST for a workstation. If you got into the server side, it got worse, as they moved onto the MCSE it was multiple books.
Microsoft makes it a lot easier now because the syllabus's are pretty detailed, they have a plethora of documentation, tests are broken up into more focused domains, and you also have learn.microsoft.com to quazi practice.
Older exams were a lot more brutal when comparing real world with microsoft answers. there is still some today, but as much of the bullshit you used to have.