There are lots of devices that have reverse polarity protection in them, but cheaply-made converters like that tend not to be protected.
LED car bulbs are usually protected, because they are replacing a component that would work either way round. Some will even work both ways round.
Very low power devices are often protected, as all that is needed is a diode. Higher power devices like that converter would loose a lot of power in heat if an extra diode were to be added, and other solutions are expensive, so it is the kind of device that will be damaged.