This really hinges on whether you let state accumulate, and where you let it do so. NixOS generally creates a dedicated user and data directory for its services, for example. I make some of my XDG config directories symlinks to the nix store because I want those configurations to be read-only. home-manager should ask before making modifications outside of the nix store (or make a backup).

This is not only a Nix problem, fwiw. I first encountered this with, say, running ZNC in Docker. It will happily write logs and configs to a temporary directory in the container and get blown away on restart unless you mount persistent volumes in just the right spots. Syncthing can be configured to manage its own config or it can be configured fully by Nix, etc.