You don't have to always use "Safely remove device option", in fact, personally I've never used those option, and have no problem at all. (I set all of my removable device as "Optimized for quick removal"). But you should pay more attention to the file transferring activities.
Let's delete both file. Unplug the S9, then turn it on, confirm that both file in the S9 is gone, then reconnect the S9, and copy both file again, eject, and see if the problem occurs.
*Make sure the source file is not corrupt, or if possible, re-encode the source file.