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It's relatively normal, but better performance and disabling of the removable icon is easily possible.
Start > Run > devmgmt.msc > expand drives > right click the drive in question > Properties > Policies > click the radio button for Optimize for Performance and also Check the box for Enable Write Caching on the disk
This will work for most controllers, but procedures will vary a bit on some. You will likely need to restart, but the drive will not be listed as removable and write caching will enable a small performance boost.