Once you step out of "real mode" (i.e., 16-bit DOS mode) into "protected mode" (32-bit or 64-bit, multiple memory permission rings, all that jazz), you no longer have access to the BIOS or its interrupts, so you can't ask it for help with peripherals anymore.
Before then, the BIOS will give you keyboard access, tell you what drives are installed and what size they are, let you write to the screen, all sorts of wonderful stuff. For example, you can write "Hello world!" in assembler for an x86 PC, using only a couple dozen opcodes, which is very exciting when you're first learning about such a low level.
If UEFI really means the loss of all that, it makes me kinda sad.