SD cards are removable by design. As long as you don’t remove the card during a save operation there’s no actual damage you can do, and the Pyramid doesn’t auto-save anything so there’s no risk of accidentally doing so.
Actually there’s even a blurb about this in the manual (Pyramid Manual | Squarp instruments):
Please not remove the SD card while save/load menu is activated.
Which in other words means at other times it’s perfectly fine to remove it.
File-browsing would of course be nicer, but I’d think there’s practically zero chance something like that would be implemented at this point, it might not even be possible with the hardware in question (this was discussed in more detail at Simply cannot find USB DISK MODE - #5 by o_0)