Thank you for posting, and thank you for the kind words about our support they are much appreciated.
The best practice when disconnecting any USB mass storage device (such as an external USB hard disk or USB flash storage device) from a Windows system is to use the ‘Safely remove hardware’ function as you describe. This applies to all scenarios, whether directly connected to the host system or via a USB hub (as is the case when such a device is connected to the UD-3900).
For those unfamiliar with the process, Western Digital (a maker of USB hard disks) has guides for doing so here -> https://support.wdc.com/knowledgebase/answer.aspx?ID=15058#win10
Using the ‘Safely remove hardware’ allows for the device to be cleanly unmounted from within the operating system, and ensures that any pending write operations have been completed. Doing so helps prevent the device from becoming corrupted due to these processes being interrupted.