thats true. thats because not all OSes are stable the same, and some are prone to fail easier.
the reason why you may need to underclock is that the components are not 100% stable, but it would be stable enough to run other more stable OS.
there are ppl who report there was no error after running prime95 for 24H, but there was one in the next hour, what means the cpu is not 100% stable. this could cause one OS to fail, just like a bad tweaked stable OS can either cause the system to become instable.