Disclaimer
This is only the picture I have in my mind; it would be great if someone who knows the source code (Peercoin source code might be able to answer this question as well) can verify or correct this picture 
Picture
Although I’ve never understood why it is in general an unreliable way to backup, I can imagine that backing up the wallet.dat file while the application is still running might lead to corrupt files (by the application writing into the wallet.dat while the file is being copied on file system level).
To be sure that there is no file handle used to write into wallet.dat, it is a good idea to have the application running and let it make the backup of the wallet.dat; it takes care that the backup is not corrupted by interfering access.