Master and data nodes using the same data path?

The docs;

https://www.elastic.co/guide/en/elasticsearch/reference/current/modules-node.html

state that

Blockquote
Never run different node types (i.e. master, data) from the same data directory. This can lead to unexpected data loss.

Does anyone have an further insight into "unexpected data loss" ? and how it might manifest itself.

Also, if nodes of different types are sharing a data directory, what is the best approach to migrate them to separate directories ?

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