I always unmount my devices before unplugging, but I found out that after writing a lot of data to a slow device (SD card in my case), umount or udiskie-umount would block for a long time, then exit with some weird error message and the data would have not been correctly written.
I have a similar problem with an usb pen drive, which is mounted with vfat (my car radio only likes vfat). For instance, 350MB of a 400MB file are copied very fast, then I get some timeout and device descriptor read messages. The writing never finishes and the fs is corrupted. First I thought the drive was damaged, but under Windows it works fine, so it must be an issue related to how copying under linux works.