This CR0.PE-bit-plus-far-jump sequence is literally the first thing GRUB's `real2prot32` code and the Linux kernel's own boot/pm.c perform before the 32-bit kernel proper ever runs. Forgetting the far jump right after setting PE is a classic real bug: the CPU's prefetch queue still contains real-mode-decoded instructions, so skipping it crashes with garbage opcode execution instead of a clean switch.