It’s not bad for the USB, which doesn’t care one way or the other. It may be bad for your data. Writing to Flash memory is slow compared with the data transfer rate of USB, so most memory devices have internal RAM to buffer blocks of data. The computer will tell you the write is finished the moment it sends the last byte, but that data may be sitting in a RAM buffer and not yet written to Flash, so if you yank the device out, cutting off the power, the end of your data may be lost and the file corrupted. “Ejecting” it sends a command to the USB device to flush its buffers and close the files, and tell the computer when it’s done it. That way you should never end up with a partial corrupted file.