ejecting before disconnectiion should prevent data loss
also the unejected unplugging can "harm" the drive
i unplug my usb drives on windows without ejecting, but i see when it's done doing anything - but iPods are different - and i think it would not harm when you simply click on the eject sign.
if you only want to charge and not sync the iPod - uncheck the autoconnect stuff in itunes. then it will only charge and only when you start itunes on your own - it will connect