This is something we are looking at closely. In general, if a user unmounts their drives as usual, there should be no possibility of corruption from the power loss when you remove the pISO from the computer. Naturally, corruption is possible if you remove the drive while in the middle of a transfer, but the risk of this happening should not be any greater than when using a normal flash drive (and corruption is less likely if you are using a more modern filesystem on your virtual drive).
That being said, if we discover an issue with data corruption, we may introduce a shutdown procedure that could be triggered, for example, by holding down a button for a few seconds. This procedure would ensure a graceful shutdown with no risk of corruption.