Comment Depends a lot on what applications access the data (Score 1) 521
If your only use of the USB drive is to copy files to and from it, you're unlikely to remove it when it's still copying files, because there's usually some on-screen progress device.
If you are using an application that done random writes to a file on the filesystem, such as the older Microsoft Office file formats, then you'll have the file at risk all the time the document is open, even if you've recently hit 'Save', because Microsoft Office writes a lot in the background, even when it's not 'saving'.
The exact same problem happens when handling files on a network share when a VPN drops. If you forget to close the document before dropping the VPN, then the file's internal storage tables can become corrupt in a way that requires specialist recovery software to repair.
This could have been one of the reasons why Microsoft Office changed their file formats.