During this backup unreplaceable data is copied to a USB drive
Backing up All Files...
This option will backup all of the data files and some identification and setup information to removable backup media
Instructions for Performing the External Backup of your Work:-
We consider a portable (external) backup an absolutely necessary element of a reliable data safety routine. Flash, or USB Memory sticks/drives are the most reliable and easily used.
Some "experts" say don't worry about telling Windows you are about to disconnect the USB drive...are they going to help you type your lost data back in if something goes wrong?
The MANUFACTURERS say "Please use Windows function to disconnect before removing the USB device" so please do that!