Ok. The issue with flash drives or other USB drives is this; whenever you write data to a drive... ANY drive on your system, the data is first written to a buffer in memory. Later, when the computer gets around to it, it will flush the buffers to the device (hard drive, SSD, or any USB device). That may be instantaneous (at least to us mere mortals) or it may take a few seconds. The possible delay means that if you yank a USB device before the buffers have flushed (or the fluffers have bushed) you may end up with a corrupted drive, or a set of corrupted files on the drive.
For those in the know, if you only read from a device, then there is NO NEED to flush the write buffers before you yank to your heart's content. So... The annoying MAC OS X warning is most probably NOT relevant to most users. Especially if you are only reading from the USB device.
If you happen to write to a USB device, the odds of the system not completing a buffer flush before the hardware is yanked, is very small.
Therefore Apple NEEDS to provide a way to disable individual messages for power users. Don't treat everyone as a n00b who can't be relied on to know how their computer works.
But... welcome to the "walled garden". If you are a power user using a Mac, well, you just get used to the various, myriad annoyances that you have no control over. If you want a POSIX-based OS and full control, I'm not going to offer any suggestions...
Charlie74. I disagree. While my answer may ramble a bit, it is an explanation of why the message happens. To your point that an answer has been given, I must disagree. Disabling the entire notification subsystem is NOT an acceptable solution, just as removing the battery from your cell phone is NOT an acceptable solution to receiving too many telemarketing calls. The notification subsystem is important and should not be disabled just because the OP finds one of the many myriad of messages to be annoying.