I wasn't even aware of the door-sensing feature. In any case it is probably advisable to wait a moment after opening the door before pulling the card out to give the system time to do its unmounting.

I used to pull out inactive SD cards under Ubuntu Linux (w/ journalled ext3) with no apparent ill effects but I've since done the recommended Computer->unmount.

If there isn't a menu entry or applet for unmounting there probably should be.