I have never powered down my BK-9 to remove the USB stick!
The only potential issue with doing this is if you are performing a write operation or reading data when you remove the stick.. So don't do that!
Because the computer cannot read the stick while in the BK, there is no possibility of the issue that the E/G series had, in which a computer could read a card or the onboard memory and write to it without the arranger knowing it had (which leads to possible data corruption).
Just make sure, if you are in the process of editing anything (styles, sequences, Performances, Key Audio Sets, etc.) that you do a save before removing it (and wait a few seconds after it says the job is complete!).
Basically, I make sure that nothing is going on with the arranger (all styles/sequences/MP3's stopped), then just pull the stick. Allow a few seconds for the table of content (TOC) to be read after you put the stick back in, as well, before you do anything. And reload the Performance List...
But powering down the arranger is overly cautious. As long as no read/write operation is ongoing, you should have no issues...
BUT ALWAYS HAVE THE DATA BACKED UP, JUST IN CASE!
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