Here's a doozy.
If you have time machine set to back-up and one of the files it backs up happens to be on a drive with a physical failure (i.e trying to copy the file in finder results in a disk error and a copy fail error) then time machine rather helpfully doesn't copy the file and doesn't tell you that the backup was not complete.
If said error happens to be in the middle of a virtual machine file and said virtual machine works quite happily because the damaged part of the disk is never accessed then you are completely unaware that time machine is not backing up a restorable virtual machine.
If you have time machine set to back-up and one of the files it backs up happens to be on a drive with a physical failure (i.e trying to copy the file in finder results in a disk error and a copy fail error) then time machine rather helpfully doesn't copy the file and doesn't tell you that the backup was not complete.
If said error happens to be in the middle of a virtual machine file and said virtual machine works quite happily because the damaged part of the disk is never accessed then you are completely unaware that time machine is not backing up a restorable virtual machine.