LOL . . I've always ignored the Safely Remove Hardware. Never had a problem.

Just don't pull USB drives mid-write and you should be fine.
While the OD lock is almost certainly nothing to worry about, it does have a negative side effect. That being creating a "cry wolf" effect. The user now knows he'll get that warning every time, and will have to just start ignoring it. That means he might at some point ignore a valid warning and lose data.
It's a bad thing. Question is whether OD can maintain its recycle bin status without this lock.
Does removing the recycle bin from the dock fix the warning?