Ok, this has bugged me for a long time (occasionally), but I'm finally convinced it really is just that: a bug.
After using an external USB hard drive for making just a backup, Windows claims the device cannot be safely removed,
since "a program is still accessing it." However, when I search with Process Explorer for file handles on the drive, there are none.
Copyright © Wolfgang Bluhm. All Rights Reserved. Please do not reproduce, alter, or use without prior permission of the author.