That's not the only way. In any digital versions of games, for example, being on the SD card can be risky because those things corrupt easily depending on how often you remove the SD card. I've had camera pictures corrupt before and I've heard of it happening to games. Also, for physical copies, what would happen if the game isn't read properly during saving? For some games, like Pokemon Mystery Dungeon Blue Rescue Team, this corrupts it and you lose everything. (Yes, that happened to me) For other games, like Pokemon Sapphire (Note that I am talking about a GBA game and not a 3DS game), it has a backup that it goes to. What happens to New Leaf? I don't know.