Not so much of an issue with me for any console but the PS4 and PS3. For some reason, even in sleep mode, if the power goes out we have to go through some sort of system reboot. I don't mind having to stop in the middle of a game due to power outage. I worry more about that corrupt data warning. Before my phat PS3 died, I got that "console wasn't turned off properly" warning all of the time.
I have no control over power outages that happen when my system is asleep!