As I understand it, 3rd party manufacturers do what they do by reverse-engineering how 1st party lenses connect to the camera, and then designing their own lenses to do likewise.
That means that if you buy a 1st party lens, it's guaranteed to work with your camera. (Nikon aren't going to suddenly release a new lens or camera that doesn't work with their existing gear. They're going to test the hell out of that stuff!) But if you buy a 3rd party lens then theoretically it could stop working tomorrow.
On the other hand, you could argue that it's advantageous for a 1st party manufacturer to have lots of lenses available for their system, so they probably aren't going to break 3rd party stuff on purpose. Nikon surely knows that Sigma exist and that some Nikon customers have spent $$$ on Sigma lenses that they might like to actually use... even though, strictly speaking, Nikon make no guarantees that this will definitely work.
In reality, how common is it for a 3rd party lens to quit working due to an incompatibility? Is this a common problem or just a theoretical possibility? If your favourite 3rd party lens suddenly stops working, what can you do about it? Is the lens manufacturer going to care, or do you just have to toss the lens in the bin and go buy something else? (Presumably once everybody hears how this model of lens no longer works, its resale value becomes negative.)
For that matter, what's the worst thing that can go wrong with a lens? Presumably a total communications failure would mean the camera doesn't know what lens it has and the autofocus doesn't work any more. It's not like the glass itself can suddenly stop refracting light! (Then again, my camera body refuses to shoot if it doesn't detect a lens attached, so many I'd be unable to shoot anything? No idea how aperture control works without electronic communication either...)