If this is a USB C to USB cable then no you don't need to eject it in that way. However if this is a USBC to USB a cable then yes you will need to do that and there should be an option for that.
In Windows 10 & 11, there's a disconnect option for USB storage devices on the taskbar near the clock on the lower right. The icon for this function looks like a thumb drive and is typically available where an up arrow makes available a hidden group of taskbar icons.
Of your using and apple computer then yes you need to eject the phone from the computer, by throwing the icon in the trash, but for windows 10/11 no you do not need to eject the phone from the computer you just unplug the phone from the computer the phone ain't direct like a flash drive or micro SD card that can cause the data to be corrupted.
The phones have a safety feature built in to them and all data passes through the processor of the phone to get to the storage memory. Not direct like a SD card ot thumb or flash drive
