If you unplug a USB drive without "ejecting" it first, it's problematic, which is why you're supposed to eject it BEFORE removing it. Unplugging a HDMI cable while in use doesn't make sense, you're killing the handshake and video in mid stream, plus the voltage that can be present.Agreed If the USB device is in use including viewing the contents. I lost data on thumb drives when leaving a folder open for viewing. Close everything and I have not had a problem since.
These are sensitive circuits and softwares, do so at your own risk.
That said I have no HDMI