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There's a good video on YouTube by Linus Tech Tips/TechQuickie titled "Do You Really Need to Eject USB Drives?" that explains a good bit about this situation. According to the video, on MacOS devices, write caching (a process that is meant to improve transfer speeds on drives) is enabled by default, so it is safest to eject the drive first to limit any chance of data corruption. On Windows devices, it is usually okay to remove a drive without ejecting first, so long as you aren't right in the middle of a file transfer, though ejecting a drive still greatly limits any chance of data corruption. So it is not *required* but it is very much recommended to take the bit of extra time to eject the drive, just so your data does not get corrupted.
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