You always want to optimize removable drives for quick removal.
When a drive is optimized for performance, Windows enables a write-back cache for the drive. What this means is that when you copy data to the drive, Windows will put it in a special place in memory marked as "stuff that needs to be written to the drive", and then tell the application that the copy has finished. This allows the application to be very quick and responsive.
The problem is now you think that the data has been written to the drive, when in fact it hasn't. Windows will slowly write it to the drive when the drive isn't busy, but if you remove the drive before it's done, then you will have corrupt data on the drive (this is why should should always safely eject drives before removing them).
Optimizing for quick removal disables this write-back cache, so that applications actually have to wait until the data is actually copied to the drive.