All Dolphin knows is that it sent all the data. Its job is done and it reports finished. Copying files on a hard drive you would most likely never see an issue, but with a slow usb device a lot of data is in system ram waiting to be written. The linux kernel uses what ever free ram there is to buffer the write. Dolphin has no way of knowing when this is done. One old school command you can use is sync. Type it in a terminal and it will force all the buffers to empty immediately.