It does not "actively" lose work. Losing work in Git is a pretty specific operation and generally requires you to spell out what's going on (either via 'reset' or 'checkout'). And also less likely to happen, since you are regularly using the index to stage changes and should be commiting often (since it's cheap to do, unlike trying to commit in BitKeeper, let's say, where locking problems sometime even require to change the window you're committing in [1]). The moment things are in the index/repository, it's pretty unlikely you're going to lose work.
Say, in other systems, me accidentally clicking something is a surefire way to just wipe it out without a second thought. In TFSVC I can easily undo my active changes with a simple click of a button. Again, the contention was that you actively lose work while working with git. It's hard to do, as deleting work in git requires some fairly specific commands.
Even removing a file requires you to stage the deletion, then commit it. And even THEN, even if you amend some other previous commit with that deletion you can role the entire thing back with reflog and get your file back. If I took that amended commit and rebased onto another branch, rolled that all into one commit via squashing, I'd still be able to go back to where I was with the reflog.
If however, you edit some lines in a file and then tell git to checkout that file again and they're not staged, then sure, you're going to lose work. But that's not something that's common and it certainly isn't a recipe for having git "actively" delete work.
[1] http://www.bitkeeper.org/man/citool.html
> If the repository is locked, and you try to bk commit, the commit will fail. You can wait for the lock to go away and then try the commit again; it should succeed. If the lock is an invalid one (left over from an old remote update), then you can switch to another window and unlock the repository. After it is unlocked, the commit should work.