Why do some programs fail complaining about being unable to open files in /var or /tmp?

Example error messages:
ifup: can't open '/var/run/ifstate': No such file or directory
shutdown: warning: cannot open /var/run/shutdown.pid

Some files in /var are located in RAM and must be recreated on every boot. Additionally /tmp is a symlink to /var/tmp. The files in /etc/default/volatile/ describe, which files, directories or symlinks have to be created. To speed up the boot, a file called /etc/volatile.cache is created. In the event of an unclean shutdown, this file might get corrupted and the creation of these files might not work. To resolve this issue simply delete /etc/volatile.cache.

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