Shrug, sure, there are edge cases and bugs you could run into. But everyone I know who runs debian does do live upgrades, and it works. The parent comment's "in practice" is, in practice, what you actually do. (And speaking for myself, I don't bother to read the release notes before doing so.)
Now, I don't actually know how things work out in practice for Fedora, but the upgrade page says "Version updates without using anaconda - such as the yum method described here - is unsupported and not recommended!" and "Although upgrades with yum do work, they are not explicitly tested as part of the release process by the Fedora QA and are not documented in the Fedora installation guide."
Maybe that warning is wrong, but it really makes it *sound* like running yum upgrade is something that is not recommended and that is untested. While, in contrast, apt-get on a running system *is* the tested, documented, and supported upgrade mechanism for Debian. They really try to make sure it works properly for most users.