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Whilst I agree it is always best practice to eject a USB device if you can, it is actually strictly not necessary as long as you have got write caching turned off and the device is not being actively written to at the time.
Personally I never eject any of my USB drives - either flash or hard disk - and so far I've never had a problem. I just leave sufficient time after any file create/move/copy operations and then just pull it out.
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