The "safely remove" step is not needed for flash drives, and likely not for the Kindle either. Windows treats such devices differently than it does hard drives and will not cache writes to them, purposefully so that you can unplug them without any manual software intervention.

But with regards to corrupting regular hard drives by simply unplugging them? It's not only likely, it's going to eventually happen, guaranteed. The effect can probably be repaired the next time the drive is used, but you never know. I've pooched a filesystem this way before.