I've been always a Gnome user, therefore, a Nautilus user. I have always suffered the "known" problem of transferring files to USB, which the progress bar ends faster than the actual transfer. I thought this was common to all distros in general, however, a month ago, I was trying OpenSUSE and chose their KDE option, and I noticed that whenever I copy a file to a USB, just after the transfer ends I could remove the device. Few days ago was trying Elementary Freya and noticed the same thing.

So... it seems to be some problem of Gnome or Nautilus, because Nautilus always "fast copy" the files to the device, but that's a "fake" copy because the content is still being copied to the device when the progress bar finishes. This mean that when using Gnome, I can't rely on Nautilus to transfer files, or if I do... then I need to be monitoring iotop to know when can I safely remove the device.

So my question is, do you know if this is some feature that can be removed?

I have noticed this annoyance, too. Generally, when doing a large copy to USB, I turn on the gnome system monitor and wait until the CPU(s) returns to idle levels, regardless of what that progress bar says. I don't know how to make software flush the buffers, which I think is what's happening here.

This is not because of Nautilus behaviour but by the operating system write cache.
You can umount the device, and when unmount is completed you can remove it securely.