The main reason for not hot-plugging or hot-unplugging devices are improper grounding. Plugging or unplugging can generate a small surge, which, in modern hot-swap connectors is mitigated by having the ground pins longer than the others, allowing any surges to harmlessly dissipate through ground.

That is the main reason not to plug/unplug ADB or serial.

SCSI, on the other hand, has a whole other set of issues. It is actively sending data back and forth all the time, and only initializes the bus on boot. If you plug or unplug something while the system is running, it will mess up the communication between *ALL* devices, and very likely crash the OS.