Do not get 'Safely remove' option in Tray for USB storage devices

I have stopped depending on that tray icon.
The RemoveDrive tool is very good and
manages to Safely Remove the removable drives many times after that icon declares failure.

Suggest reading up the notes on the RemoveDrive page
(and several other pages from the same place)
to build your confidence on that tool.
Then, use it if you like it.

I typically keep a shortcut as shown here on the desktop as an immediate fall-back.

C:\some\path\RemoveDrive.exe U:\ -i -b

You can do that from the command line if your drive letter keeps changing.

Your device might be optimized for quick removal. That is, the write cache may be disabled. If so there is no need to turn the device off before removal.

In "My Computer" right click on the device and get "properties". Click the "Hardware" tab. Highlight the device (again) and click the "properties" button.