I turned my PC off during the "don't switch off" symbol in five different games to see what would happen and boy was this an annoying experiment - eviltoast
What happens when you turn off a game during the "Do not turn off" warning? This displays when a game is being saved and warns of data corruption. Let's see.

The games and their results

Hades 2 - Result: No data loss.

Still Wakes The Deep - Result: Absolutely fuckaw.

Dread Delusion - Result: Getting very bored of entering my Windows password.

Cyberpunk 2077 - Result: Regret starting this pointless experiment.

Alien: Isolation - Result: Just glad this is over, to be honest.