At the risk of sounding pedantic, I would invite you to reverse the question.
A Blue Screen of Death on your Windows PC is like the check engine light to a car. It's the indicator to pop the hood and try to understand that there's a fault therein.
Oftentimes, the warnings can be ignored without consequence, but to do so is at your own parent.
BSOD's can't cause a fault in the data in your storage.
The fault in your system that can cause a fault in your storage, can also cause the Blue Screen of Death.
Edit: modern storage file systems and modern operating systems are fairly resilient, usually "journaling" some local catalog of all the successful data writes committed on the drives, and I have yet to corrupt a Windows installation with all of my forced power cycling and sudden restarts across the last 20 years. But, as always, caveat emptor.