Which operating system was that on? I understand that WinXP doesn't use write buffers on removable drives for specifically the reason you described. However, if there is data being copied to the drive, you still need to wait.

The older Win2000 had a warning that came up when you disconnected a drive without doing a "disconnect". Win2000 did use write buffers in an attempt to improve the drive performance. WinXP doesn't have that warning anymore, so I've been assuming it is safe to remove drives that are not being used.