Is there any equivalent to "usb safe remove" for ethernet?

You shouldn't worry about disconnecting an ethernet cable, no more than you should worry about unplugging your power pack. The reason why you need to be careful with storage devices is that you can corrupt the headers and data. Where as with ethernet cables your just passing data from point a to point b.

Good User said:

Does it harm a macbook or "thunderbolt to gigabit ethernet adapter" to disconnect the adapter while system is using the internet? I didn't find anything.

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There is no issues at all just disconnecting it.