In this Letter, we discuss two general classes of apparent violations of the bulk-edge correspondence principle for continuous topological photonic materials, associated with the asymptotic behavior of the surface modes for diverging wave numbers. Considering a nonreciprocal plasma as a model system, we show that the inclusion of spatial dispersion (e.g., hydrodynamic nonlocality) formally restores the bulk-edge correspondence by avoiding an unphysical response at large wave numbers. Most importantly, however, our findings show that, for the considered cases, the correspondence principle is physically violated for all practical purposes, as a result of the unavoidable attenuation of highly confined modes even if all materials are assumed perfect, with zero intrinsic bulk losses, due to confinement-induced Landau damping or nonlocality-induced radiation leakage. Our work helps clarifying the subtle and rich topological wave physics of continuous media.