http://blog.mongodb.org/post/381927266/what-about-durability
Basically: (a) for real single server durability you need to turn off hardware buffering or have a battery-backed RAID controller to ensure your write really hit disk; (b) this won't help you if your disks fail, and this failure mode is as likely as any other; and (c) for some applications, the delay required to replay a transaction log in unacceptable--you need 100% uptime.
I am thinking though, that the fact that MongoDB writes to files at all is somewhat misleading, and that they may as well say that all your data is loaded into virtual memory. (Since they make no guarantees that the database files will be consistent except in the case of a controlled shutdown. Neither does MySQL, they point out, but I think in practice MySQL database files will be easier to recover from, since their structure is presumably more regular.)