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The actual electrical device can be designed such that it depends on exactly which direction is live and which is neutral.
Imagine a circuit loop that, as you follow along the circuit, has an AC power source, then a switch, and then the electrical appliance, leading back to the AC source it started from.
If you design the circuit so that you know for sure that the live wire goes to the switch first before the actual load, then your design ensures that if there is a fault or a short somewhere in the appliance, it won't let the live power leak anywhere (because the whole device is only connected to the neutral line, not the hot live voltage that alternates between positive and negative voltage). It's safer, and is less likely to damage the internals of a device. Especially if someone is going to reach inside and forgets to unplug it or cut power at the circuit breaker.
Could you give an example of such a device? Seems like a bad design
A simple lamp can demonstrate.
You have both live and neutral lines in the cable, coming up to a switch, which can either open the circuit on the live line or the neutral line. Then, the lamp itself has a single light bulb as the load.
If you place the switch on the live line, then the energy of the live line stops at the switch, with only whatever lower voltage is in the neutral line to actually be connected to the light bulb and lamp assembly.
But if you place the switch on the neutral line, you're leaving the entire lamp on the voltage of the live line, which gives the voltage more places to potentially short circuit. If you were to take a non-contact voltage detector, you'd be able to detect a live voltage in the line leading up to the bulb, even when it's not turned on.
You generally do this with the in-wall wiring and switches, too, and make the wall switches break open the circuit on the live line, not the neutral line. It's just a better practice overall.
And no, the neutral line is not totally grounded, so it can still pose a danger, too. But safety is exercised in layers, and putting the switch on the live line is the better practice.
This is an entirely theoretical problem that just doesn't exist in practice. Just to be clear, for it to short circuit, it's needs to find a path to ground. It can't just "go somewhere". Just because the line is longer didn't make it more dangerous for it to "just exist". There are regulations for wires, which include frankly absurd safety margins, regulations for the electrical devices that are not optional either (CE compliance for example). It just complicates this for basically no reason to have keyd outlets.