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Define "break". If "break" as in physically damaged, no. If break as in the file system will be corrupted, or files will disappear, then yes.
And the corruption can be silent unless you use a filesystem with checksums like ZFS. "Silent" being that you read corrupted data without any warning or error message.
 
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Yes, just to mirror other sentiment, exfat is only really suitable as a transfer medium file format, it lacks all modern features to make a file system robust and resistant to easy corruption on interruptions.
 
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