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I was wondering the same thing as you. For me I get "preparing sd card" pop up in the notification area and then there is nothing in the notification area like you get for mounting externally etc.I'm using a card reader. Same issue as others I connect it and get the messages on the status bar of connecting USB external storage. The card reader mounts on scsi and I can copy across the photos I want. But unmounting is not so easy.
With a simple Gscript I have "umount /scsi" I can unmount the card reader. Checking with AndExplorer scsi is empty now.
But when I unplug the the card reader I still get the ring tone and warning that the storage device was disconnected expectantly.
I'm still googling for an answer.