MS Windows and all other Operating Systems offer you to safely eject your USB flash drive before unplugging it manually.
It is believed that if you unplug a USB device without safely removing the hardware, your data and USB device will get corrupted.
People believe that since your PC is communicating with the USB device and also powering it, disconnecting it abruptly in between will corrupt the data and the drive.
It is said that when you ask your OS to eject a pen drive, it stops processing & powering the USB device, so now you can unplug it, safely.
I, for the past 2-3 years or so, have never safely ejected any of my USB devices before unplugging them.
None of my USB drives or their content ever got corrupted due to the harsh unplug. (even not when one USB drive was washed with my jeans :p Not to be tried at home please, it’s sheer luck)
If you unplug an idle USB device without safely ejecting/removing it, the device & its content will be perfectly fine.
But if you try to do that with a USB device that is still transferring data (or being used as RAM), then your data in the device is likely to get corrupted, but chances for malfunctioning of the device are still low.
You can safely unplug your USB device without ejecting it, only if the device is idle and not transferring data or being used as external RAM.