i have actually once got a tiny filesystem corruption by just removing a USB-stick.. i never wrote to it, just read a PDF file.
Yes, this does happen. Has happened to me a number of times. In my experience the older the USB stick or drive gets, the more it's likely to happen, so caveat emptor on those who just yank. It can indeed cause problems.
I should also comment that of all the solutions other posters have given to make the formal windows ejection process actually work (rather than just yanking), mine posted above remains the easiest, except for the user who says they can get it to work just by hurrying and clicking the taskbar. I'm dubious about that solution transferring to most people's systems, so if that doesn't work for you, download my Windows-refresh batch file which I previously posted and use it. Again, so far the easiest, most efficient solution if you don't want to yank.
And yes, yanking can cause problems. It has done so to me a good deal more times than once. Although I do have to say that I move back and forth between a Windows 11 and a Windows 7 system. The problems tend to occur when I yank from one system and then try to use the drive in the other system. The other system tends not to like the fact that I yanked from the first system; and like I said, the older the USB drive, the more often the problem occurs. So if you've just got one machine and you only have one or two external drives/sticks (I have more), it may not be such an issue. But it's definitely a possibility, I can attest to that.