If Geographic Coordinates are unprojected coordinates, how can GIS softwares display such unprojected data on a plane?

I have been using ArcGIS and QGIS regularly for about 2 years now, and just recently I was struck by this new thought. If a data set in say, in ArcMap, has been georeferrenced with a Geographic Coordinate System (which is the representation in the Earth´s surface), and is hence not projected, how can ArcMap display such data set on a plane (i.e. the screen)?