It’s possible that changes are happening to the information on the USB drive.
If you innrupt it while it’s trying to rewrite a file, then the file can be total scrambled eggs.
If you innrupt it while it’s trying to update the address book (keys that tell what and where files are stored), then there’s no organization whatsoever to the drive, and all the files are essentially lost.
If, for some bizarre reason, the computer is trying to rewrite the actual script of the drive (the part that says ‘hey, I’m a USB drive, and this is what I do’), then it’s a complete disaster. The USB drive could no longer be a USB drive with that. Just a useless charm for your keychain.
For the *majority* of situations. It’s not that big of a deal to simply unplug a USB when you’re not actively using it. Most of the common problems regarding these issues have been engineered away. The computer will try working with the USB in such a way that an interruption will cause minimal damage.
But you definitely don’t want to unplug it while trying to load something from a USB, and absolutely not anytime during a save to the USB.
Unless… maybe you have a cheap USB you’re not afraid to break and a strong curiosity?
Nobody is stopping you from attempting an experiment. Perhaps find a very large resolution image online, something that may take a second or so to save to the USB. That would buy you enough time to yank it out mid-save.
Corrupt files, especially image files, can occasionally yield some [intriguing results](https://petapixel.com/2013/04/23/photographer-thankful-to-laptop-thief-for-new-creative-direction/). Although, a number of possible failsafes might prevent any meaningful outcomes.
At the very least, you can gain some first-hand intel towards answering your question.
At your own risk, I have to say. I’m sure your computer will be fine. I would do this to my own computer with confidence. It’s only the USB I’d worry about. Still, there can be a risk.
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