I'm sorry to say that allthough I'm not sure if it does catch the sigterm signal, I do know it fails to cleanly exit, so it most probably doesn't catch it or, at least, it doesn't process it correctly :-(
Anyway, this will definitly _not_ affect your downloads and not a signle byte of your transfers will be lost, only misc aMule data will be lost, but nothing to do with the transfers.
So, again, don't worry about it and have fun ;-)
Greetings!