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If you lose power mid-write to an HDD, of course you can lose data.

This guy sounds like if he'd self hosted he'd be complaining about an HDD failure. It happens- you need to design around it. Luckily, EBS volumes, snapshots and AZs make all of this pretty straight forward.

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Data, sure. Lose the volume, no.

In my 15 years of experience as a sysadmin and architect, hard drives are far and above the most frequent hardware casualty of power failures.

The EBS documentation states that there's an expected AFR of 1 to 2 per thousand volumes, so you should plan accordingly. Replicate any data that will cause harm to your business if lost to other sources. Keep backups.

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