The reason for safe eject on Windows (and the requirement to eject all external media on Macs) is write-behind buffering, which will hold back disk writes until the disk (or CPU) is idle, which means there’s the potential of data loss if you pull the disk during the (usually short) period after the data has been buffered but before it actually gets written to disk.
Windows uses this feature for drives that appear as spinning hard disks (including SSDs), but not for thumb drives. Macs use it for all drives.
My suspicion is that the SQ doesn’t use this feature at all, streaming data directly to the USB drive in real time. This seems typical for most non-computer recording devices. So as long as you’ve stopped the record and any activity indicators are not blinking, you should be safe. That’s how I’ve operated this far without issue, at any rate!