By default, Linux can take up to 15 seconds to write a file to disk, this is for power saving reasons. You could corrupt the last document/photo you saved, your browser profile, or your nextcloud sync.

Linux usually shuts down immediately if you don't have any unsaved files and nothing glitches out during shut down. But yeah, windows sucks, corrupt files is probably the least of your problems using Windows.

I guess on Linux, if you run sync to write all cached files to disk, and then pull the cord, you're probably fine.