Isn't it better to neatly close up remote connections instead of leaving them hanging to time out? I'm thinking of web servers and database clients.

The kernel should close all your TCP connections properly when you die, so it should all be good. Mostly you need to autosave files every so often.

Basically, because a lot of data isn't safe and only manages to seem safe on average because the power is very reliable and data loss becomes an occasional race condition. :-)