It is an old recommendation that dates back to the first versions of Windows 9x with USB support: if we are going to disconnect a device compatible with that interface, we must do it "safely". Almost two decades later, the safe removal feature is still there, but surely many of our readers have removed their pen drives in one motion, without negative consequences. So... what is the warning for, and what could happen if we don't pay attention?
USB support in Windows 95 (in the '950C' and '950B' versions with the supplement) and Windows 98 always left much to be desired. A hard proof of that is the video that shows a live blue screen when connecting a scanner, with Bill Gates on stage. On more than one occasion we had to manually load generic USB drivers so that a pen drive would be recognized as a drive, and from then on everything was at the mercy of the operating system, its mood that day, and the alignment of the planets. Over time, that support improved greatly, but also came the need to warn the user that these devices could not be "just yanked out", as there was a risk of losing data and/or corrupting what was already stored...
Windows' two USB policies
Windows has (for several years now) two internal policies to control USB devices. The first is "Quick Removal", and it comes configured as the default. Basically, Windows disables the write cache for the device, which allows its removal without having to use the "Safely Remove Hardware" feature. The other policy is "Better Performance", and it does the opposite: it enables the write cache for greater speed, but removal through the system tray is "mandatory". In reality, Windows tells us half the story, and the USB device runs a greater risk of data loss when it is removed during a write operation, regardless of the policy we have chosen.
In summary: The quick removal policy is viable for most cases. With no cache, there are no "pending data" to write, and the possibility of corruption is reduced to a minimum. Now, those users who write a lot of data to their pen drives (especially if they are expensive, high-capacity drives), or alternatively use external hard drives, should definitely take the trouble to unmount the drive with a couple of clicks, regardless of the selected policy.
