This basically comes down to the implementation on how LOS is detected on the RJ45 versus the SFP+ module.
In the optical case the LOS can be detected either via the LOS or the LOS of the pin detector, in the RJ45 case LOS can only be detected via the LOS pin which is not connected hence why the the OS does not see the link go down when the physical link goes down between the switch and the NIC.
If you had a GbE SFP optical module the behavior would be the same as the 10GbE SFP+ module.