Hi Andy,
AFAIK, the new 2500s (2530~2590) doesn't have additional SSD storage where we had in the old 1800/1900/2000s, only eMMC. In order to store logs on the appliance to survive reboot, using microSD is the choice.
Btw, recently, a new SK was created which explains the SD card support on the new 2500s.
https://support.checkpoint.com/results/sk/sk184556
Originally only 16GB worth of logs could be saved on the SD card but recently the limitation lifted where 80% of the capacity is supported for log saving. (supports up to SDXC 256GB)
If you are going to use a SD card for log retention, I personally recommend using a reliable one as possible, but there maybe a risk of log corruption just like other devices that use SD card for recording which sometimes can affect system performance. I hope this works better in the 2500s 🙂
If there is a strict log retention requirement for your customer, I recommend exporting the logs to external syslog rather than SD card or use them centrally managed with SMC.