I noticed that in a Windows 10 VM, most of these devices, except for C:, Audio and "PCI device", can be ejected with both Workstation Player and Pro).
Is this expected behavior?
Not only does this add the icon to the system tray when there's nothing to remove, it's also possible to partially "break" your VM 'til reboot with a misclick when ejecting an attached USB flash drive.
It is standard, yes.
If you want to remove this behavior you can edit\add a line in your .vmx file but then you won't be able to eject or swap components as easily and will need to shut down the VM to change devices closer to how you might on an actual system.