And you're forgetting that the Nokia tool is currently at WP8.1. So, people use DfP to upgrade to WP8.1, run their backup and then restore the backup afterwards. WP8.1 does handle app data. May not be all of it, but a good proportion.
As said, you lose App data, Saved game states and all Wifi entries with this kind of process.
The Windows Phone "backup" is not really cool, it doesn't backup these kind of stuff.
Windows development API offer "storing app/game data in the cloud" but a big number of Applications do not do that.
It depend how it was developed.
For me, losing all my Wifi keys is not an option..
With Android, the backup/restore process save/restore all my Wifi keys.
All sync in the cloud.
Wake up Microsoft!