DPMI 0.9 support is necessary for Windows 3.0 to run applications in protected mode (that is, in Windows standard mode). With DPMI implemented in Windows 3.0, Windows 3.0 applications (running in protected mode) are freed from the restrictive 640KB DOS address space.
Windows 3.0 is not a standard DPMI client and cannot run under DPMI in a VDM without completely subverting the operating system's memory protection and thereby potentially compromising system integrity.
Even with DPMI, Windows cannot run in 386 enhanced mode under OS/2 Version 2.0. The reason for this is that when Windows runs in enhanced mode it operates at Ring 0. Running Windows in 386 enhanced mode would therefore require bypassing the operating system's protection mechanisms, and would potentially compromise the integrity of the system.