Nobody says that ... what we're saying is that with TCP tests client knows stat metrics due to how TCP performs. And with UDP client doesn't know that unless app takes care of transferring needed statistic metrics. You're looking at GUI and GUI is designed to show any statistics available from any possible tests. The only problem with reporting (could be, I never ran UDP bandwidth test on ROS) is that it displays 0 as lost packets when essentially there's no data about that (so it should say N/A or something).
BTW, the screenshots you posted are about TCP tests and the shape (up&down) of bandwidth graph doesn't mean there's packet loss ... You see, the mild way of traffic shaping is to delay packets rather than to drop them. TCP features a thing called
transmit window which means that transmitting side can only transmit certain amount of data and then it has to wait for acknowledgements. The it can transmit new data which (in size) equals the acked data. If some packets are delayed in one direction, this indirectly means lower throughput. The hard way of traffic shaping is dropping packets which triggers a completely different TCP mechanism (retransmissions together with transmit window shrinking) ... if that mechanism kicks in real hard, then throughput may drop to almost zero and it builds up more slowly.