What does it mean "impossible to uninstall components" ? Impossible like forever?
It means something like weidu --uninstall --safe-exit will immediately fail. You can re-run WeiDU in a session without --safe-exit to uninstall. Normally, WeiDU keeps the log in memory; installed components are added, uninstalled ones are removed and the whole thing is written out before WeiDU exits. --safe-exit changes this so that each installed component is immediately written out to storage. Since the log is essentially treated as write-only and only atomic operations are performed, you have some limitations on what you can and cannot do. Some additional limitations are imposed by the existing structure of the code (hence the "don't ask"). Should WeiDU survive to a normal exit, the log will be written out as normal, all the same.
How it alters '--force-install-list'? My observation shows that only new components are installed and already installed aren't reinstalled (unlike when not using --safe-exit)
As far as I can tell, it is much as you have found. Additionally, no stack operations are performed.
If the mod doesn't use AT_* actions, shouldn't this be default way to install mod if there is a chance that weidu process will be killed via power outage?
The install code is sufficiently complicated and there is a sufficient number of edge cases that I choose not to give a recommendation in this matter. At best WeiDU could tell if a mod makes use of AT_*, but not what is being done with it.