your own NYT link shows the vast majority of withdrawal dates to have a median of 4.1% followed by the 'slightly above inflation' group then the 'did not keep up with inflation' group with the green returns being the smallest likelihood. there's even this literal quote in the article:

"Market returns are more volatile than most people realize,” Mr. Easterling said, “even over periods as long as 20 years.”

in your second link, a commenter rightfully calls out that the log scale makes the data reductive

I think whatever it is that you need to fall asleep at night is your own habit - it doesn't need to be the rest of ours

People don’t randomly sell, so treating all dates as a uniform random variable makes no sense to complain about.

Not understanding how investing works doesn’t make everyone else behave under your misunderstandings.