Additional Information
Because operating systems and drivers commonly make the assumption that PCI(e) devices will be present in the system from power-up to power-down, it is important to not power off the expansion chassis until after the host PC is powered off. Powering off the expansion chassis or hot unplugging while the host is still on can cause crashes or hangs.
Hot unplugging the Thunderbolt cable is not expected to damage the chassis/controller.