> I'd just like to point out that specific issue you linked to happens on Windows too
The poster of the question explicitly states that this behavior does not happen on Windows using the same hardware. And indeed, Windows doesn't cache as aggressively as Linux does (which is one of several reasons why Linux tends to have better disk performance and less risk of disk fragmentation), so no, by design, this issue is more pronounced on Linux.
The actual reason why Windows users are told to explicitly eject instead of just yanking the device is because there are various background processes that might be writing to the device (particularly relevant if you're using SpeedBoost or whatever it's called), not because of file copy progress bars being entirely unaware of the OS' caching mechanisms.