Nowadays most likely nothing will happen, worst case is you break your safe file.
Imagine you‘re drawing an image and suddenly stop in the middle, go to sleep and get back to it the next day. Because you couldn‘t finish it you now can‘t recognize what you were trying to do, so the whole thing is useless. That‘s basically how a file can become corrupted.
Alternatively instead of not doing anything the software might do something totally unexpected that causes even more problems. Nowadays there are safeguards in the code for this kind of stuff. Things that used to be unexpected are known now and the software can handle it.
But of course, since things are really complex by now there‘s still a chance of something happening that wasn‘t accounted for, so to be on the safe side you tell a software to stop, let it finish what it‘s doing and then take the cartridge out (or shut your pc down, forcibly close the software, etc)
It looks like a Nintendo Switch game card is a FLASH device similar to an SD card.
These devices will have a file system. Some of the state of the file system is on the FLASH and some of it is in RAM. If you pull the card while the game is loaded, the information in memory will apparently be lost. It’s possible that there are times when the file system on the device is corrupted until the software fixes it up.
Other people have talked about the circuitry, but in a simple sense your games are usually not 100% loaded into memory because of how large the game files are nowadays and how fast flash/SSD memory is to access.
They do what’s called streaming where sections are dynamically loaded in and out of active memory. In the event it’s doing a load/store operation that could corrupt the data its loading by means of short circuiting like the others talked about.
The same way they tell you not to power off during an update or to update bios during a thunderstorm. A sudden loss of power tends to fuck things up.
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