Well, I do use some external drives, and actually I know exactly what you are saying. I think it's a matter of drivers from the drive maker, but I have found that I can ignore the safe hardware thing, and just yank them. As long as you have the OS on the mother drive, my machines don't care. This aspect is more of a convenience feature for folks who are used to it on XP, and really don't seem to have any sort of affect on my stuff. MS is aware of it as I read, and likely will simplify it or not use it at all.
As I said, If I need to unplug, I just do it. I have not experienced any issues from doing that, and totally ignore the warnings and the popup.
I must admit I have never had a problem with any USB item whether I have safely removed it or not under XP. I am not the most careful in this regard.