do you think any harm would be done if I didn't do the recommend step?
Why would microsoft not enable that by default?
The drive can be safely removed afterwards. Hard drives don't have "power down" switches or commands. They power down (that is, park the drive heads) when they sense that no more power is coming in.
Maybe I worded it incorrectly - before I used this option and ejected, I lost all files on the drive.The wording "ruin the drive" is a bit excessive