However, as I also mentioned above, due to the EU regulations, devices themselves do have some level of protection built into the devices themselves, so are more fault tolerant then they would be otherwise.
Some appliances make anomalies such as power factor and harmonics irrelevant - as all agree. Others do not. A UPS in battery backup mode can have excessive harmonics. Therefore UPS manufacturers quietly recommend a UPS not be used on motorized appliances. Anomaly made irrelevant by one appliance is problematic for another. Apparently you did not know harmonics and power factor are relevant to some appliances.
BTW, EU standards define power factor generated by some appliances. It does not address how power factor can be problematic to others.
You asked a question relevant to all - not just you. What is the risk? All appliances are already robust as required by EU, UL, ANSI, IEC, Bellcore, CSA, FCC and ISO and other standards. Unfortunately others assume a UPS will cure all anomalies. 'Dirtiest' power an appliance might see comes from a UPS in battery backup mode. Cleanest power is when that UPS connects that appliance directly to AC mains. Harmonics created by a UPS can be problematic to some appliances. A short list of anomalies were provided as examples.
A UPS is protection for unsaved data. Typical UPS does not include 'cleaning' features you have assumed (ie frequency variation). Some 'dirtiest' power can be created by a UPS in battery backup mode. So how often do anomalies become harmful? Which appliance really is at risk? Computer, smoke detector, or furnace? Standards and superior appliance design make most anomalies irrelevant. As you demonstrate by example, a typical UPS does nothing useful for so many. Because it only addresses one harmful anomaly - loss of unsaved data. And because appliances are designed to be robust.
OP's battery backup does not address other anomalies that concerned the OP. Manufacturer spec numbers say so. Some UPS create 'dirtier' power. And still, so many recommend a UPS to do what it cannot and does not do. To cure anomalies that, as you demonstrate, are not problematic.