Thexder is a run and gun game from Game Arts, originally released as a PC game for the NEC PC-8001 in 1985 and subsequently ported to a number of other personal computer platforms throughout the 1980s and 1990s as well as the Nintendo Entertainment System. In Thexder, the player controls a fighter robot that is able to transform into a jet.
Source: Wiipedia (https://en.wikipedia.org/wiki/Thexder)
https://youtu.be/H3V2VFze0Vs
Yes he does. This is not a game I was familiar with either. So it was cool to learn about it.