Yes! That was the very first lesson I learned on the path to rooting my Ally, thanks to Dots, who has helped so many of us here on the forum. I know it is the supposedly "approved" way of removing the card from LG's user guide point of view, but it seems the Ally does not always stop writing to the card when it is told to do so. After losing all my SD card data a couple times I learned to pay attention to this lesson the hard way.
I guess there is no way to assure the reliability of whatever USB device you have to insert the card into for PC access. I was just cautioning you that I got bit by that issue. I was using a Kingston adapter to access my card. Normally a good brand name. But only when I ruled out everything else and replaced it with a Sandisk reader did my sudden data loss issue stop. All I can suggest is use a brand name interface I guess, but if problems start, don't be afraid to suspect it might be defective.
I started making weekly backups of my 16GB Class 10 SD during all the problems I had. They have saved me from hours of rebuilding a couple times already.