I did unplug it to see what happens, and later saw the recent was still there with a checkmark.
So I tried this again but first exited Dopus and it did let me eject it. So that tells me the recent list is locking the removable drives from being ejected.
So the removable drive is no longer showing up in the recents list.
This time on the second eject attempt, about a minute after the first rejection ("device is in use"), Windows did let me remove it, so that might have been the problem. If it wasn't the recent list I don't know what it could be. Checked the "Everything" app and it isn't indexing anything. It better not be OneDrive!