The only risk in unplugging a USB device without first 'ejecting' it is that data might be lost from memory if it was in the process of being transferred to or from the device at the time that it's unplugged. Since your mouse, printer, etc aren't 'memory' devices, there can be no risk to them.
Further, the
default setting that Windows uses for USB pen drives is 'Quick removal', rather than 'Better performance'.
https://cdn.mos.cms.futurecdn.net/38a4535fec2fae823fa4af4788678a36-650-80.png.webp
With that setting enabled, you happily plug in and unplug USB pen drives all day long anyway, without ever needing to use the 'Eject' function, in perfect safety. (It might not be wise to the same with an external hard drive though, unless you've checked that 'Quick removal' is enabled for it).