No worries, Glenn
One thing not many people aware that is by default Windows have all USB drive is set to "for quick removal" (you can check it on its properties). I've been doing unplugging any USB device without clicking "safely remove" thing since the first time I have USB drive unless I change the cache setting for the device.
In short, if you are sure it is not in the middle of writing to the device you can just unplug with no guilty at all. Even if the content is being displayed in explorer, when you unplug it the explorer will automatically closed.
Kevin
Edit: This is the default of all USB drive. Check it out with the explanation given by windows.
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