I think they are using kiosk mode.

However sometimes if you plug in a keyboard and hit ctrl-alt-del you get task manager and can run additional programs.

I can imagine the Allegro app uses a virtual keyboard of some type for this user entry, and it goes south from there.

The screenshot suggests they use Windows 7 (could be one of the IoT versions that recently still received updates, but I doubt it). I don't think 7 had the system features listed in the kiosk mode documentation.

Exactly this. They should be using a very stripped-down Windows IoT build in kiosk mode. Even for this outdated (and insecure) generation it looks like they're not actually using the Embedded version of Windows. While I don't think that had a named "kiosk mode", there were lots of things one could have done to make it not just crash to a regular full-featured desktop.