Good to see another Mac user

However: you can rest assured that the mac will never tell you to remove a device unless you have requested to first eject it or during an admin task such as a software update. Fact is, you can pull a device from the Mac anytime you want.

You can also rest assured that if you do happen to pull a device (from the USB port for example) wihout first ejecting it, your Mac will NOT be damaged. There are circuit protectors in place to protect from this. But that's not sayng your device may survive.