I thank all those who tried to help with their advice.
I've been a somehow "advanced PC user" for more than 30 years now and and I've gradually learned to stay away from unnecessary risks, especially when they are easily avoidable.
I well know that most times usb keys can be removed at any moment without risking serious damages (unless you consider a serious damage the loss of a few files), but I also know that the best, the most safe and correct way to proceed starts from... "asking" who is in charge (the running OS).
Not surprisingly both Windows and Linux, in their PC versions, provide easily reachable menu commands aimed at that purpose, which make sure that any running I/O operation (background ones included!) get closed before the removal.
I find it very hard to believe that the developers of the Enigma2 system did not think about a way to explicitly "umount" the usb device in order to safely remove it; that would be quite distant from the traditional care for data protection that characterizes all Unix-type systems.
I'm not saying, anyway, you must absolutely use those commands; I'm only saying I like to use them. Maybe I'm wrong, but my head works like that. :)
Back to the starting point, I use the H5 front usb port to... feed video files to the self-powered usb hard disk (almost) permanently plugged in the back, which is obviously far less comfortable to disconnect and bring to the computer (my H5 is not connected to the network). That's why I often connect the usb key, copy files from it to the hdd and then remove it.
I obviously know that I can wait and remove the key when the H5 is off (deep standby). Actually I'm doing just that, but it's surely not the most convenient way to go, is it? :]
Besides, my... technical mindedness pushes me to always look for an answer, an explanation, a "proper way" of doing things (at least the material, technical ones!!).
So now and then I'm still looking around, in OpenATV menus, searching for what I think must be somewhere... :)