There is no shame in admitting that you are also one of those people who pull their USB drives out of the PC rather than safely removing the devices. The PC plays the role of a responsible parent shortly after, notifying the user that they should not have taken that course. However, that leaves one wondering what might go wrong when the USB drive would function as it normally does next time it is plugged in. It turns out that there is actually something wrong about this practice. The risks vary from an operating system to another along with what you use your USB drives for.
Operating systems are designed in a way that they consider the likes of USB drives plugged in forever once they are connected to the PC. As a result, it anticipates files to be accessible for an indefinite period of time. Imagine that your PC is merely reading files in your USB drive rather than saving information. If you eject the USB drive at that particular point in time, it is unlikely that it would significantly worsen the situation. Though, you end up confusing your PC in the process. This could be in shape of crashed programs, corrupted file systems, hanging PC and lost data, all of which would require you to restart your PC.
Conversely, if there has been some new information uploaded using the system there are many more risks involved. The reason behind this is the efficiency of the operating systems which keeps them from instantly putting brakes on the save function each time it is prompted to do so. Most operating systems are designed to do write caching instead. Therefore, as soon as you pull out the USB drive you would risk losing data forever despite having saved it long before ejecting the USB. The command that follows actually helps: it alerts programs about the USB being ejected, alerts users about programs that failed to act in time and flushes active writes to disk.
There is no doubt that modern OS are improving with time as they have increased speeds of reading and writing files. Features like Optimize for Quick Removal for Windows go so far as to allow users to select which files they need quickly written instead of employing write caching. Still, there is no confirmation about when the PC finishes its job of reading and writing in a short span of time. You may or may not feel that spending an extra 30 seconds to wait before pulling out the USB is safe after reading this post. If it helps the case, consider losing many GBs of data in the process.