Voltage is present in both interfaces and both are defined as hot swappable - that's why many attempt this "risky move"
SATA, Firewire, Ethernet are all hot swappable. If anything HDMI is designed better than USB, since it has separate pin #19 "Hot Swap Detect" while pin #18 carrying +5V supply is shorter to cut power earlier. Lockup, that Al described, is most likely "CMOS Latchup" - no longer problem in modern electronics.