Windows bugs you Safely remove your USB sticks and other drives.
Why does windows do this?
When you Safely Remove your USB stick it makes sure no data is been written to the drive then tells you it is safe to eject. Well, its a bit more complicated but I wont go it to full detail.
When you don’t Safely Remove your USB stick Windows just can’t see it anymore. This is usually alright but if for some unapparent reason your Windows was writing data to this USB stick it could cause damage to your data. The chance of that has dropped increasingly over the past years because of the new systems that manufacturers are adding to help protect that data. Some USB Sticks have LED lights that flash when data is been written.
Overall if your not copying files over to your USB stick you don’t need to Safely Remove USB sticks although it is a good precautionary move.