Sure. The reason is that Apple's Time Machine is proprietary software that uses their proprietary networking protocol, and Apple reserves the right to make frequent changes to both of them. During development and evaluation Apple does not test the wide variety of non-Apple NAS devices for compatibility. When they introduce another macOS upgrade or update non-Apple NAS implementations tend to fail, often silently. Then, when a user needs to restore a file or an entire system from a backup, he finds out that he can't, and blames Time Machine for being unreliable when in fact the TM backup device never conformed to TM's stated requirements to begin with. Upon learning this, the hapless user enters the five stages of grief. This unfortunate cycle has repeated since Time Machine was first implemented by Apple nearly a decade ago, and reports such as yours continue to appear on this site with disturbing regularity (see * note below).
If you were to contact Apple (I have) they would just refer you to the particular NAS device manufacturer since they didn't build it. If you were to do that, they in turn would blame Apple for having done something behind their back, or your network implementation, or you, or anyone and everyone but themselves for having made claims for Time Machine compatibility that cannot be justified. Either way that leaves you without a backup, and no one will care about that other than you.
Your eventual recourse might be to get a refund of the NAS's purchase price, but only you can determine the value of your data subject to permanent and irretrievable loss in the event it needs to be recovered, and can't.
That's what makes anything other than the devices specifically enumerated in Apple's TM documentation unsuitable for the purpose. Different people have different needs, but in my mind backups are "emergency equipment" that simply must function in the dire circumstances in which they are required. And if one piece of emergency equipment doesn't function you'd better darn well have another one close at hand. Inspect them periodically and keep them functioning, and in all likelihood you'll never need to use them.
Time Machine has never failed to back up or restore any of my Macs, not once, but I do not use unsupported configurations.
* note: Apple themselves didn't make things easy for us when upon Time Machine's release, Steve Jobs publicly announced that TM could use a hard disk drive connected to the then-available AirPort Extreme Base Station, when in fact it couldn't. Apple never acknowledged either SJ's apparent faux pas or TM's failure to work reliably with those models, and they were never listed as a compatible device until the current production 802.11ac AirPort Extreme was introduced. Finally, on or about December 2014 that model AEBS mysteriously appeared as a supported device in Time Machine's support documentation.
