I agree it is weird that you lose data that should be safely stored on your ship, but I guess the mindset behind it is that data gathered while on foot is stored in your suit instead. I also agree that driving around in your SRV at 2% hull is a bit risky, I wouldn't even go back to my ship, I'd synthesize a repair at that point.
I had something similar happen to me that was maybe even worse though, well the results were the same but I wouldn't say I was being risky.
I was on a planet with a wingmate, I mean teammate. And I was on foot sitting atop of the nose of his Anaconda, pointing my gun at his cockpit joking that I was within minimum range of his hardpoints (not that he had any guns equipped anyway). He then started the engine so he could deploy hardpoints, but before he even got the chance to deploy them I spontaneously died, lost all my data, and then my SRV spontaneously self-destructed, empathic suicide I guess. The Anaconda did not even move, it just started the engines and stayed there hovering 1m above the ground.
And while the money is not an issue, maybe for rank progress, but even then it wasn't much because we had only left recently on that trip. The more annoying part was losing the SRV, meaning I had to go back to the bubble, and the most annoying part was that I still don't know why or how I died, I wasn't doing anything reckless. Considering all the crazy things we can survive in the game, I didn't think something I could feasibly do in real life would kill me.
I guess the lesson here is, "Stay away from other people's ships, even if they are friendly."