As my memory serves, any system/finder from 3.0 to 6.x will put up the window "It is safe to turn off your mac" and spit out your disk(s). System .97 to before System 3 will (or should) spit out your disk and reboot, so you can turn it off. But in both cases, it will, or supposed too, spit out your disks first.

The issue might be with the drive's ejection mechanism. in the very least it needs to be lubricated, at the most - fixed.