There's more risk on FAT32 drives than ones with a file system that is journaled (example? NTFS.) But this is simply your choice since some will not worry since the file is a copy and not a big deal if the drive contents vanish.
are they subject to the same vagaries as flash/thumb drives? By that I mean is it necessary to activate the "safely remove hardware" function, (after I shut off the switch) or can I just turn it off after it quits transferring data from the system?