As it seems the File Utility is using it's own methods to communicate via USB then I would assume that you can disconnect your Tryos as soon as you've exited from the File Utility.

My theory is that the "Safely Remove USB Hardware" method is provided to ensure that [less well-written?] USB device drivers can be shutdown under system control and thus not cause more serious malfunctions that might occur if left to do their own thing when they detect that "their" USB device has been removed. I don't think I've ever had a USB related "feature" caused by "uncontrolled" removal of a USB device.