It's not dangerous for programs, it's dangerous for files it may be editing, like not writing some ending characters that leaves the file in a state that cannot be opened by some applications.

which is basically the OS saying, “Get fucked. You’re done whether you like it or not.”

Nah, the OS is not really saying anything. Definitely not to the program. It's more of a 1984 shot in the back of your head while you walk down a corridor kind of situation. Also it's not a gun your bits just vanish in the ether. Then it sends a death certificate to the parent, without further explanation.

Side note: Have you ever used killall? Was the standard way to send signals by name instead of PID before pkill. I found out the hard way that it does something rather different on other Unices.

In your application code, you install signal handlers that better shut your application down when the OS asks you to do so. If your application is hogging resources so hard that it can’t shut down without corrupting files it has opened, then fuck your application. There is a reason the OS (or some user) is sending you that signal.

That depends how you “try to close the program”. Top/htop/btop often SIGKILL by default. As for closing it legitimately, it depends on your WM and xorg vs wayland. On my DWM setup, I have a keybind for a graceful shutdown and one for SIGKILL.