A bit of history...
When you safely removed a device in Windows XP it powers the device off - for a flash drive its led is switched off and on a portable hard drive it is spun down. However, Microsoft changed this behaviour in Vista and Windows 7: after you stop the drive on those OSes the hard drive continues spinning and the flash drive LED remains active. Then for a short time of Windows 8 the behavior again changed and finally in Windows 10 Microsoft made USB devices to not power off devices on their stopping.
Since all modern external hard drives park their heads automatically when you unplug them, in theory this behaviour shouldn't led to data loss or damage to the hard disk in the enclosure. But in practice, an external hard drive may make strange sounds when you unplug it while running - and strange noises from hard disks tends to make hard drive owners nervous no matter what the cause.
How to setupZentimo has the option to switch the system behaviour on Windows Vista, 7 and Win10 to power off the connected USB port on stopping an external hard disk. This feature is recommended if you have external hard drives since disconnection with power-down after disconnection is safer.
In order to enable this feature, go to the program options and check the "Power off the device after device stopping" option, then restart the computer to enable the new setting.