Oh, I see. That is the card reader itself that you are seeing. This will show up even though there are no cards in it. It's "normal".
Inside the case, the card reader will have a cable that runs to a USB header on the motherboard. Thus, the card reader is a USB-attached device. Any cards that get installed are sub-devices beneath the card reader. When you choose to Safely Remove this entry, Windows thinks that you are asking to stop the card reader and then wonders why you haven't removed it. It is confusing because USB ports are normally external and hot-pluggable devices are normally user-accessible. These card readers break the rules because it is a cheap and easy way to implement them.
When you have a card in the card reader and wish to remove the card, go to Computer, right-click the drive and select "Eject". That is the way to remove just one card.