rekordbox does block the ability to eject the drive if it's in use, or if another application has it open. It might not have been fully ejected (still in a write-state) when you removed the device.
Possible corruption of database of USB because of normal ejecting
I got this message just before going to a gig, which was highly annoying because i wasn't sure if everything would work. I obviously didn't just unplug the USB but ejected it the proper way (don't remember if i clicked on the eject icon in Rekordbox or did CMD+E)
Why does Rekordbox not block the USB when it's accessing the database? Then i'd get on the mac the message "Can't eject the USB because program XYZ is accessing it".
MacBook Pro (14-inch, 2021) / macOS 12.1
Well, this is why i posted it here: The HDD was ejected properly, i never just unplug the cable. So it either disappeared on my desktop or in the list of devices in Rekordbox.
I'll monitor it and get back in case it happens again, but maybe the devs should also double-check.