People who say this I'll tell you what actually happens so you can know. When you tell it to safely eject all the volatile memory saved in RAM it actually writes to the permenant storage memory instead of holding it in volatile storage. Every time you yank you're betting that its not in volatile storage anymore and was written to storage. That's what safely eject does, forces the CPU to write to permenant storage.

Edit: the problem comes from whats doing what at what time and you will see why you can lose everything.