Short Answer would be to avoid any data file corruption.

The moment you insert say a USB stick into a computer, there are processes happening in the background. Processes like Initializing the USB stick, getting ready for the data in that device to be read and one process feature we call "write caching". 

"Write caching is a feature that improves system performance by using fast volatile memory (RAM) to collect write commands sent to data storage devices and cache them until the slower storage device (ex: hard disk) can be written to later. "

Source: https://www.tenforums.com/tutorials/21904-enable-disable-disk-write-caching-windows-10-a.html

The problem with this feature is that since it uses the RAM to cache the data from the storage device, the moment it is interrupted during the time you are copying some file (whether by a power or system failure), the data stored in the RAM 'maybe' flushed out causing some potential data loss. The greater the data loss the higher the chance the system won't be able to fix/repair it making it totally unreadable.

The simple act of pressing that "eject button" tells your OS to flush those cache while making sure that all processes and pending actions have been already performed. Thus the possibility of data corruption is at most 0%.