OJ, I do exactly what you said and I can unmount. I should mention that I have automount for removeable devices turned on in system settings. Usually, the device notifier will indicate that it is safe to remove the device. To see it, I click on the icon on bottom right of the panel that looks like a usb drive. I can unmount by clicking on down arrows that appear in this pop up. Sometimes dolphin will also display a message saying it's safe to remove the device, sometimes not. In dolphin, if I right click on the device after unmounting it I can tell from the pop up if it was unmounted. If it was, it will give the option to mount.
I'm still looking into other ideas: automount, policykit polkit, etc. I suspect that there is a way to make dolphin let go when you unmount . . . even if the device's contents are still being displayed. I solved another problem recently with polkit involving changing the background image for the log in screen. I can now change it easily without being root. I feel that I need to learn more about polkit anyway.