You have seen the warning by your computer that tells you that you need to eject your USB drive before you yank it out. The reason for this is a thing called “write caching” that computers use to improve performance. If you copy something to the drive, it may tell you that it is completed, but it is actually waiting on a number of other things to finish so that it can do everything at once. When you press eject, everything that needs to be done is finished. Yanking it before it’s done could cause data loss. So if you have yanked instead of ejected, then you have probably lost data. Windows is better than OS X and Linux when it comes to the problems that can result. So just waiting to eject is going to be worth your while.