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RAID is more likely to fail than a single disk. You have the chance of single-disk failure, multiplied by the number of disks, plus the chance of controller failure.
RAID 1 and RAID 5 protect against that by sharing data across multiple disks, so you can re-create a failed drive, but failure of the controller may be unrecoverable, depending on availability of new, exact-same controller. With failure of 1 disk in RAID 1, you should be able to use the array 'degraded,' as long as your controller still works. Depending on how the controller works, that disk may or may not be recognizable to another system without the controller.
RAID 1 disks are not just 2 copies of normal disks. Example: I use software RAID 1, and if I take one of the drives to another system, that system recognizes it as a RAID disk and creates a single-disk, degraded RAID array with it. I can mount the array, but if I try to mount the single disk directly, I get filesystem errors.
Are there differences in the context of failure, when using a controller vs software raid with mdadm?
Software RAID is generally better in every way, also no hardware to fail.
With software raid, there is no controller to fail.
Well, that's not strictly true, because you still have a SATA/SAS controller, HBA, backplane, or whatever, but they're more easily replaceable. (Unless it's integrated in the motherboard, but then it's not a separate component to fail.)