With ROX filer, after copying the file, I close the window and wait for a second before unpluging the USB device. After pluging it back, the file is still there.
With SpaceFM, after copying the file, I unmount the device, wait for a second and unplug the USB. After pluging it back, the file is still there.
Tested with exactly the iso you are pointing to.
Maybe you should make sure the transfer has finished and try to manually unmount if using SpaceFM (on the left panel), and see if you keep experiencing this.