It is either perfectly safe to do it, or it will break things. And if it breaks things, they were already broken.
This is the same as for any other drive that Windows, or other OSes see, and consider to be dirty. In most cases, there are no problems and it is really a case of marking the drive as clean. But, there can be problems. The file system can have errors. These need to be fixed and in fixing them, it can lead to loss of data. But, chances are, you have lost those files already.
In short:
Let Windows run the scan. Be careful ejecting the device. If it keeps happening, it might be a sign of another problem (e.g. a failing SD card).
Also, this is in no way different to all of your other recent posts about this. Any particular reason for starting another thread?
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