Why are these directions required? Do some games actually run instructions that would be interrupted if the player just hits the power button? 

Note I'm not looking for speculation, but rather a technical distinction between what would happen when the user holds down reset then power vs. just when the power button is struck.

Example:

[![A game with 'Hold RESET while you turn POWER off!!' on screen](https://i.stack.imgur.com/NiAem.png)](https://i.stack.imgur.com/NiAem.png)