Good news: Microsoft has just confirmed that it isn’t necessary to “safely remove” your USB devices! In actual fact, you should have been able to do this for quite sometime already.
Before you start pulling out your friend’s thumbdrive, a word of caution: We wouldn’t recommend that you unplug any device if it is in the middle of writing files. And it only works from Windows 10 version 1809 and above.
In past versions of Windows, inserting a USB drive into your computer would default to a “better performance” setting. According to Microsoft, this enabled write caching on external devices which do improve write speeds – especially when transferring large files. This required users to “safely remove” their drives to avoid losing or corrupting any data. But for the general majority of users, write caching isn’t that necessary.
In the later version of Windows 10 (specifically version 1809 onwards), Windows is not defaulting to a “quick removal” setting. This mode is key to allowing users to just unplug their USB drives whenever they want.
If you would still like to make use of write caching, find out how to switch to the “better performance” setting in this support article on Microsoft’s website.