No, no evidence, just a worthwhile precaution and one less variable and I’ve never had an SD Card failure due to a power cut. 2 failures, one a very old emoncms setup that was also recording weather data and a second Home Assistant, again a while ago. However, I have never run any of those systems, in anger, on an SD Card since 
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The other variable to consider is if the SD Card is genuine or not. Many get bought on eBay - few are checked to see if they are genuine.