Currently there is no easy and intuitive way to safely remove external devices (SD, USB flash drive and external HDD).

The only way to safely remove it using the "disks" application. Consider that the option shown in the sidebar of Nautilus as the extension "removable drive menu" only Unmounting removable devices and this does not ensure to safely remove them, as some devices such as external hard drives need to be turned off before being removed.

In Windows, to safely remove a device automatically detects whether to turn off the unit to safely remove (there is also an option to eject, similar to the current options in gnome).

Thanks