I got this message from a member of a private forum I belong to:
MSC devices formatted with a journaling filesystem such as NTFS are safe to hot-unplug without using this option since Vista times , when content is not used, Defender scan only reads data, not writes to. This very ancient safe removal option is written in Windows 2000 times when devices mostly didn't like hot unplugging (that USB implements by design, but manufacturers of devices didn't follow the specifications) and were often supplied by third-party custom non-class drivers. Microsoft still keeps that code for compatibility with these. Standard audio (01h), comms (02h), HID (03h), image (06h), printer (07h), storage (08h), hub (09h), smartcards (0Bh), video (10h), and wireless controllers (E0h) class devices are safe to be hot-unplugged without using the safe remove option. Others (miscellaneous (EFh), WinUSB and MSC with filesystems such as FAT) are better to be removed with the option being used.