I have several live usb sticks. I decided to use them as ordinary flash drive. So I formatted them to fat32 using gparted. The mount correctly, but when I created file or directory on usb drive, and then replug it, everything disappears. I've got this problem for both linux and windows.
You unplugged the drive without unmounting its partition.
Unmounting the partition would have allowed the OS to flush any pending writes to the disk.
It is likely that the partition will need to be run through
fsck the next time you mount it as its state may be inconsistent.
Always unmount the mounted partition before unplugging the drive it's located on!