Whether you use the eject button through Calibre or the safely eject device option on the computer, you have to eject it or you could futz up your reader. I don't think you'd kill it but you'd mess it up. I've seen it happen personally and read about it on here.
Just because you haven't had issues yet, doesn't mean you won't. There's a reason why devices have to be safely ejected from the computer.
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