Access files are shared database files.
That means, multiple users can write to and read from the same file at the same time, and Access has locks to prevent users writing things that other users are actively writing to, to prevent conflicts.
When a user starts writing, for example, by adding a row, but hasn't finished writing yet, it might leave the database in an inconsistent state (with half a row). This is a bit of a simplification, but with users actively using a database, corruption is certainly possible. It especially happens when Access needs to move stuff around, which happens when files are substantially extended (by adding tables, for example).
Other applications generally don't have multiple users working on a single file together, so can just write the data when someone saves/closes a file.
See this for some code that copies an open database file while not risking inconsistency.
Shadow copies can of course be used too, but you may very well end up with a corrupt copy.