It might be a bit confusing to refer to a discussion primarily about HDMI when you've asked about USB, however I can see that there is an unhelpful explanation of the Safely Remove Hardware facility being quoted in that topic.
It appears to me that there are two issues being confused regarding hot-swap capability.
One is physical/electrical hot-swap capability, meaning the interface is intended for devices to be plugged and unplugged while the system is operating, and those devices can normally enter and depart the equipment pool of the system without any problems arising. USB can do this, whereas an interface that isn't hot-swappable such as the IDE port or PCI bus cannot.
The second issue is maintaining data integrity across a hot-swap, and the only way for any interface to achieve this would be for it to be included in its specification that any compliant device must have a facility to preserve the content of any lost transactions in the case of an unexpected disconnection. USB does not do this, but I don't think any interface for the consumer market would.
The data integrity aspect is dealt with in Windows by the Safely Remove Hardware function. The reference to a "power jolt" in the topic quote is misguided - for example Safely Remove Hardware does not power down a USB hard drive, it makes sure there are no pending write transactions that would cause data loss or corruption if the drive was detached.
So USB is hot-swappable as far as the hardware is concerned, but other measures can be required to make the overall system hot swappable with regard to factors beyond the control of the USB device.
No hot-swappable interface can provide a guarantee against random issues like ESD (Electrostatic Discharge) or breakage/force, and not even making the connection without any power applied can guarantee against an ESD event.
The situation is a little different with HDMI. This interface is likewise intended to be hot-swappable. However field experience of failures has led a number of equipment manufacturers to declare their belief that the real-world performance of HDMI connectors is flawed. Those manufacturers have issued warnings that their equipment may be damaged by hot-swapping HDMI connections. To my knowledge, no such caution has been flagged about USB.
Edited by Platypus, 27 January 2012 - 01:31 AM.