first off any 9 AC adapter will work is BS. You plug in one with the wrong polarity and your system is fried....
Not true with the PC Engine, I periodically use the wrong polarity when testing a power supply which has no markings on to indicate polarity. The PC Engine just fails to operate under wrong polarity, so it is my testing unit.
Well it's only a matter of time then before you fry your PCE.
the PCE may have a regulator or diodes at the power input that protects it against such shenanigans.
I've never fried my testing unit doing this in years, so while I wouldn't recommend people do it on purpose if they don't have say, 30 or so units lying around like I do, I'd certainly say it's not a huge danger.
Now the Famicom, that will fry and fry itself good. It doesn't even have a safety fuse.