There shouldn't be a risk of corruption, I do it all the time on Fire Emblem, just L + R + Start/Select. But doesn't the lady say something like "you didn't save before you went out of the game" (as resetting the game technically counts as exiting it) "so we had to restart your streak". I don't know, but I seem to remember doing it once because I had around a 25 streak and lost, so I reset but the lady said that.