I believe this is mainly down to the FAT16/ FAT32 filesystem on the SD cards. Those filesystems have never been particularly reliable, when those were the dominant hard drive formats, MANY users back then lost data (and backing up to floppy had its own set of issues).

This is why you have to unmount USB drives, if you pull the drive while data is still in cache would also create problems. The difference is when copying files to the drives, it's sequential, you may lose a file or two. When it's the OS using it as the main drive there are loads of write operations going on.

At least it's easier to add battery backup to a Pi then most other computers.