There was no "permanent" damage to older computers either. That was literally how you turned them off before ATX power supplies (hence this message).

Modern PCs do so many things in the background that at any given moment yanking the power could cause all sorts of problems. Usually minor things that you'd never notice immediately, but that doesn't mean they're not happening. Usually file transactions are committed to disk before they say they're finished, but not always because of cache.

Obviously nothing like this will break the hardware, it's the software that would get corrupted.