Bill Denniston wrote:However, Windows has a "Safely Remove Hardware" wizard, I presume for a reason (maybe not...)
Windows has two speed settings for external drives: optimized for performance and optimized for safe removal.
The latter is default for (most) new devices. It means that data that is written to the device directly. Removing the device without unmounting will cause no problems, but speed is limited. I've never got much more than about 5MB/s.
The former usually needs to be set manually through device manager. Data is written to a buffer inside Windows first; Windows will then gradually flush this buffer to the device. While the performance gain is significant (I got up to 25-30MB/s, a gain of over 400%) it does come at a cost. Removing the device without unmounting will cause any unflushed buffer contents to be discarded. It may even mess up the device's entire file system. Definitely not recommended.