It depends upon how Windows sees and uses the device. If it sees it as a removable device, it should not delay any writes, but should write to it immediately. I've only had issues with removable devices and having to use the "Remove Hardware" tool a couple of times ever. I even have SATA drives that I plug in as external drives through a SATA > USB adapter. Windows sees them as removable mass storage, and allows me to unplug them directly.
If you feel that you really want to use the "Safely remove hardware" dialog, there are a bunch of articles online about the issue: