Remember that removing the power by pulling the connector out is not the same like powering off the PSU. A normal power off means main capacitor (primary) discharge down to a level where the PSU cannot work anymore, the circuits will be powered off, and the secondary capacitor will discharge through its load, for all voltages. The voltage will go to 0, nice and fast, all these with a stable ground.
But when you pull out the connector, which pin will break the contact first? GND, +5 or +12v? Don't count on the case GND, this can be more or less stable. You'll never know. This will generate transient signals which can be deadly for HDD and also for mainboard in some cases. Pulling out the connector is like switching on or off a switch, the waveform is not a nice low-to-high or high-to-low (logic like), due to mechanical vibrations. My advice, don't try it, only if you are prepared for new purchases.
/pisoiu