I bet another reason is security. You might not trust the NUT software. It might be proprietary, and even if its open source, it might not be scrutinized enough to be safe.

Using separate hardware, lets you take in the power loss signal from the NUT and then convert it to a channel you might trust more, like an http request over wireguard. Alternatively you could use a VM with usb passthrough on the main PC...though usb passthrough still has risks.