Well sure, but that is true on every system, hence Windows warns "Do not turn off your PC".
Actually Windows can and does use NTFS transactions (TxF) in the Installer and Updater code, so the probability of non-recoverable damage should be lower (which is also my experience; power off a Linux machine during updates and you are pretty much guaranteed to have many packages with empty files, partial file trees and so on; power off a Windows machine and it probably is still fine, but sometimes you get weird issues where it can't properly reinstall/deinstall some updates to try again).