Trouble with USB storage in general is, the OS attempts to make the process as seamless as possible, by automatically mounting immediately after the device is connected.
Unfortunately the OS cannot foresee the future and so is unable to unmount immediately before disconnect. To avoid data loss, one usually must manually unmount or 'eject' the device before it is unplugged.
Sometimes I may unplug and forget to eject, or sometimes the disconnect may be accidental, USB plugs can fall out all too easily. For these reasons, I generally avoid connecting the devices in the first place, except when they are in use.