That’s because Windows, to improve performance, uses a technique called "deferred writes" wherein Windows doesn’t always immediately write everything to your external drive each time you use it. Rather, it consolidates lots of small writes into one big write by holding the data in memory.
It’s just like washing the dishes; it’s far more efficient to do one dishwasher load per day than do a load each time you use a single cup or plate.
But the downside is that some of the data you think you transferred to your USB drive may actually still be in your computer’s memory. That’s why you shouldn’t just pull the drive out but first use the Safely Remove Hardware icon to force Windows to write to the drive anything it is holding in memory.
That’s easy enough to say, but the Windows "Safely Remove Hardware" feature is confusing to use, particularly if you have several USB devices. Worse still, the icon often goes missing from the system tray.
For Faster remove you can change your USB disk Setting to protect Mode. but in this mode transfer is slower.
But other way is using "usb-disk-ejector" this Software is Free and portable. fast and safe.