Same issue here, but it only happens with one WD external drive.
"Disk not ejected properly" message appears about 20 times when I open turn on my work Mac in the morning.
Drive is still connected.
Happens on the Mac Mini, and also on my Macbook.
Tried 3 different cords, 2 different ports on the Macbook, and 4 different ports on the Mac Mini.
No recent software updates.
So it's not a hardware or software problem on wither computer.
Disk Utility - drive checks out okay.
I'm going to try reformatting the drive next and see what happens.