This is very practical way of looking at the problem and is true for majority of systems, but anyone serious enough about keeping their data, and not just pretending, has some kind of back pressure mechanism built in, so the messages will stop flowing if they can't be processed.
Right, and best case that’s going to come back as 503s or 429s, and if that continues for any length of time your customers are going to view it as morally equivalent to data loss (or maybe worse, if the response has no reason for them to be tied to some event stream).