Files are a lot less likely to be open on RISC OS, but still can be, so always use the OS's shutdown option before removing power.
But regardless of the OS, SD cards were never designed to be replacements for hard discs running general purpose filing system usage patterns (they were designed for use in cameras with large files written and read infrequently), so they are prone to corruption.
When it occurs it is normally catastrophic to the filing system, and beyond salvage by most repair tools. There is normally no physical damaged so can be reformated and reused.
The solution is to make regular back ups of the SD card, which can easily be done on another Linux or Windows machine by imaging the entire card on to a hard disc.
But if you need more reliability without using spinning rust, then a SSD is what you need, although you wont benefit from the performance with USB2 as the only interfacing option.
---druck