I don't think you'll experience any data loss but then again anything is possible. You should always have a backup just incase you FUBAR your computer anyway, I know I've done so atleast a handful of times.
In regards to whether or not this is a problem... I'd say it depends on which disk it stopped on, if it's an external drive it could simply be a power saving problem. If you want to check on the health of each disk, do so individually and through a bootable disk that way you're not accessing the disk while checking it.