If you pull out any disk (or other medium) while a computer is actively writing to it, you risk losing either: 1) the file it was writing to or, if it was writing to the FAT table (the file index), 2) access to ALL of the files on the disk.

If you 'kick' an external USB connector sideways hard enough, you risk shorting out the wires inside the socket ... which could subsequently feed the wrong voltages back through who-knows-what circuit(s) throughout the computer.