Pure Sine-wave UPSs are massive overkill and offer no advantage for any normal consumer.
If you have incredibly power-sensitive $100k equipment that needs protecting, maybe. But not for normal consumer electronics. None of them are that picky about the power.
I did a deep dive into this when buying a UPS last year, and ended up with a sine wave ups. But just now I couldn't find my sources for why I made that choice. I believe it was something to do with the new ATX 3.0 PSU standard.
I did find this older thread[1], but the answer is more of a "maybe if your PC or server is using an active PFC PSU." However, this is out of date (2015), and may no longer be correct.
Cyberpower's website says PSU with active PFC require pure sine wave.[2] But that might be marketing. IDK, seems like it something that may need to be tested to be sure.
It's a sign of quality. If you get a sine wave UPS, it probably is more robust in general. OTOH, for conventional UPS, unless you're knowledgeable enough and do lots of research, it can be hard to differentiate between a good UPS or one on which the lack of sine wave is just the tip of the cost-cutting iceberg.
That's not my experience. Modern power supplies in desktop PCs either don't work or trip up non Pure Sine wave UPSs. I don't know the technical specifics but it has to do with Active PFC on power supplies.
I've used square wave UPSs on my PCs for as long as I can remember with power supplies from varying manufacturers, I have never had a problem. I have heard this before but I suspect it's either a myth or it only was ever a problem with very rare combinations of poorly-made UPSs and poorly-made power supplies.
I was forced to change UPS relatively recently (a few years ago) because the cheap but not bargain-basement PSU on my computer didn't work with the non-sine-wave output of my UPS. Call them poorly-made if you like, but either I got unlucky or they're fairly common.
Power supplies tend not to advertise their compatibility with non-sinewave power, but UPSes will certainly make it clear if they produce sinewave output. So the safe option is to get the UPS which gives the PSU what it's expecting.
