It ruins the filesystem if you're in the middle of writing important metadata to the filesystem that can't be done atomically. This is not an issue for modern

It ruins the filesystem if you're in the middle of writing important metadata to the filesystem that can't be done atomically. This is not an issue for modern filesystems, but most USB drives are formatted with FAT, which has no journaling or other defences against such issues. You could minimize the risk by doing synchronous writes to the drive, but that'd also incur a _very_ big performance penalty.