When I shift from drive to reverse in my car while still rolling forward at 10 mph, bad things happen. What's wrong with the car?
Many if not most derailleur-equipped bikes will drop the chain in one or more gear combinations. Derailleur systems operate by changing the angle of approach of the chain at the point where it meets the sprocket or chainring. That's a controlled process pedaling forward and an uncontrolled process pedaling backward (or rolling the bike backward).
Moral: don't pedal backward and don't roll the bike backward---bikes aren't designed for that.