I don't see how it is worse for a SSD than a HD.
They both will lose data if you lose power while it is trying to write something.
HDDs only
very rarely write out new mapping data, typically only a handful of times over their healthy lives. SSDs must do it all the time. Big difference. The risk is massive corruption and/or bricking having a greater chance than with an SSD should not be discounted.
Now, I would expect, by now, for most new SSDs to treat batches of writing to OP space in a transaction-safe manner, so that unmapped blocks written to prior to an unexpected power-off could just be cleared and reprogrammed. That alone would save from problems where the PC fails while not writing data to the flash during that time, but with new mapping data having not yet been written (probably the most common problematic reboot, since SSDs so far outpace light users, and any intelligent user is going to avoid using the PC if they expect a power loss risk at the time, such as during a major storm). If it fails while writing, though...
UPSes fail. They do not always fail with warnings. I recently encountered just this event, expecting the UPS to handle being moved from one outlet to another, without affecting the PC it was attached to. The battery was bad, but it holds voltage under no load, so it took using it to find out. And, really, outside of server rooms, how often does anybody perform scheduled failure testing?
Also, what if the PC crashes, or another component goes bad, leaving the SSD hanging around, not getting the next pieces of data it was expecting?
I'd pay a little more for it, and choose one with it v. not, but I wouldn't pay an exorbitant amount more for it. Ironically, ATM, the M500 is one of the cheapest memory-company SSDs to be found, at higher capacities (I was about to do a, "I'd pay X for v. Y not," but it doesn't work out, right now

).
So what I'm getting is that if I'm sufficiently paranoid to consider getting an SSD with power loss protection, my money/time/paranoia would be better spent investing in a UPS?
Either way, if it's a meaningful concern to you, the UPS should come first,
and be regularly tested. Just like your backups, batteries aren't any good to if you don't keep up with them.